Reservation Values in Laboratory Auctions: Context and Bidding Behavior

Theodore L. Turocy and Elizabeth Watson
Department of Economics
Texas A&M University

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Abstract

We show that bidding behavior in laboratory first-price private-values auctions is sensitive to the way the outcomes of the auction are presented. We embed the auction in a context in which each sub ject purchases an ob ject each period. A bidder’s idiosyncratic reservation value is the price at which he will purchase a close substitute outside the auction market in the event he does not win the auction. A subject’s earnings for a period are computed as his total consumer surplus. This modification makes salient the price-probability tradeoff bidders face, which plays a central role in both theoretical and empirical work. Using this design, we find seller revenue to be significantly lower than has been consistently reported in the literature, even though the risk-neutral Bayes-Nash equilibrium remains unchanged.

Version history

Current version dated July 13, 2007. Available in: [pdf].

Instructions and data

Full subject-level data for the sessions reported in the paper are available in [.csv format].

Screenshots of the subject instructions are available in ZIP files: [RV frame, sealed-bid] [RV frame, Dutch] [OP frame, sealed-bid] [OP frame, Dutch]

Note that the RV frame instructions and data are identical to cohorts labeled a in "Framing the First-Price Auction."