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The Economics of Auctions

Revenue Equivalence and Real-World Deviations

Under ideal conditions, common auction formats give the seller the same expected revenue, but real-world features break the equivalence.

Which format earns the most?

Theorem

With risk-neutral bidders and independent values, English and sealed-bid formats yield the same average revenue.

Breakdowns

Risk aversion, collusion and limited bidder entry change results.

Design

Auction designers choose formats to fit the setting.

Practical

Encouraging more bidders is often the best way to raise revenue.

More bidders

Adding one more serious bidder can raise the price more than tweaking the rules.

Assuming the best format is always the same

Context matters.

Key takeaways
  • Theoretically formats are equivalent.
  • Real features break equivalence.
  • Design should fit the situation.
  • More bidders help.
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