Patrick Bajari and Ali Horta�su --Winner's Curse, Reserve Prices and Endogenous Entry: Empirical Insights from eBay auctions

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Abstract

January 2001 - Revised February 2002

Internet auctions have recently gained widespread popularity and are one of the most suc-cessful forms of electronic commerce. We examine a unique data set of eBay coin auctions to explore the determinants of bidder and seller behavior. We begin by documenting a number of empirical regularities in our data set of eBay auctions. Next, we specify and estimate a structural econometric model of bidding on eBay. Using our parameter estimates from this model, we measure the extent of the winner�s curse and simulate seller revenue under different reserve prices.