Concepedia

Bayesian Valuation Models

Bayesian Valuation Models is a valuation framework that employs Bayesian inference to update bidder value estimates based on prior beliefs and observed evidence, distinguishing itself from classical models by formally incorporating uncertainty and learning in iterative bidding environments.

90

Publications

3.7K

Citations

195

Authors

139

Institutions

Publications per year

2017–2026

14

Parents

Publications

90

A Bayesian model of intraday specialist pricing

Ananth Madhavan, Seymour Smidt · Journal of Financial Economics · 1991 · 346 citations

, , +10

Algorithmic pricing via virtual valuations

Shuchi Chawla, Jason D. Hartline, Robert Kleinberg · 2007 · 285 citations

, , +14

Inference in Long‐Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings

Alon Brav · The Journal of Finance · 2000 · 248 citations

, , +14

A Bayesian approach to diagnosis of asset pricing models

Michael J. Stutzer · Journal of Econometrics · 1995 · 127 citations

, , +14

Combinatorial Auctions via Posted Prices

Michal Feldman, Nick Gravin, Brendan Lucier · 2015 · 123 citations

, , +12

1–5 of 90

Authors

195

  1. PE
    Peter E. Rossi

    University of Chicago, United States

    4 publications · 264 citations

    4

    h-index

  2. AK
    Atsuyuki Kogure

    Keio University Shonan Fujisawa, Japan

    3 publications · 127 citations

    3

    h-index

  3. CJ
    Carmelo J. León

    Universidad de Las Palmas de Gran Canaria, Spain

    3 publications · 63 citations

    3

    h-index

  4. FJ
    Francisco José Vázquez Polo

    Universidad de Las Palmas de Gran Canaria, Spain

    2 publications · 49 citations

    2

    h-index

  5. RM
    Robert McCulloch

    University of Stirling, United Kingdom

    2 publications · 159 citations

    2

    h-index

1–5 of 195

Institutions

139

  1. Cornell University

    Ithaca, United States

    5 h-index

    6 publications

    771 citations

  2. University of Chicago

    Chicago, United States

    3 h-index

    5 publications

    388 citations

  3. Princeton University

    Princeton, United States

    3 h-index

    4 publications

    92 citations

  4. New York University

    New York, United States

    3 h-index

    4 publications

    103 citations

  5. Columbia University

    New York, United States

    2 h-index

    8 publications

    176 citations

  6. University of Wyoming

    Laramie, United States

    2 h-index

    3 publications

    146 citations

  7. Tel Aviv University

    Tel Aviv, Israel

    2 h-index

    2 publications

    201 citations

  8. University of Michigan

    Ann Arbor, United States

    2 h-index

    2 publications

    77 citations

1–8 of 139

Venues

  1. Journal of Applied Econometrics

    4 publications · 152 citations

    4

    h-index

  2. SSRN Electronic Journal

    Repository · 4 publications · 122 citations

    4

    h-index

  3. Journal of Econometrics

    3 publications · 256 citations

    3

    h-index

  4. Real Estate Economics

    3 publications · 103 citations

    3

    h-index

  5. Management Science

    3 publications · 105 citations

    3

    h-index

1–5