Strategic Investment under Uncertainty with First- and Second-mover Advantages /

We analyze a duopoly real-option entry game where the second mover has a cost advantage over the first mover. The equilibrium solution features five regions. In addition to the option-value-of-waiting and competing-to-enter (first-mover-advantage) regions (Fudenberg and Tirole, 1985; Grenadier, 1996...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Dai, Min
Körperschaft:
National Bureau of Economic Research
Weitere Verfasser:
Jiang, Zhaoli, Wang, Neng
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, Mass. National Bureau of Economic Research 2022.
Zusammenfassung:
We analyze a duopoly real-option entry game where the second mover has a cost advantage over the first mover. The equilibrium solution features five regions. In addition to the option-value-of-waiting and competing-to-enter (first-mover-advantage) regions (Fudenberg and Tirole, 1985; Grenadier, 1996), three new regions appear due to the second-mover advantage: a waiting-to-be-Follower region and two disconnected probabilistic-entry regions. Only when market demand is very high does Follower immediately enter after Leader does. The second-mover advantage causes firms to use state-contingent mixed strategies, significantly delaying their entry timing. Our model generates new predictions, e.g., entry likelihood is non-monotonic in market demand.
Umfang:
1 online resource: illustrations (black and white);
Anmerkungen:
June 2022.
Schlagworte: