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Related papers: Selling Correlated Information Products

200 papers

A seller posts a price for a single object. The seller's and buyer's values may be interdependent. We characterize the set of payoff vectors across all information structures. Simple feasibility and individual-rationality constraints…

Theoretical Economics · Economics 2025-09-10 Navin Kartik , Weijie Zhong

An expert seller chooses an experiment to influence a client's purchasing decision, but may manipulate the experiment result for personal gain. When credibility surpasses a critical threshold, the expert chooses a fully-revealing experiment…

Theoretical Economics · Economics 2023-10-17 Xiaoxiao Hu , Haoran Lei

The buying and selling of information is taking place at a scale unprecedented in the history of commerce, thanks to the formation of online marketplaces for user data. Data providing agencies sell user information to advertisers to allow…

Computer Science and Game Theory · Computer Science 2012-04-26 Moshe Babaioff , Robert Kleinberg , Renato Paes Leme

We consider a model of a data broker selling information to a single agent to maximize his revenue. The agent has a private valuation of the additional information, and upon receiving the signal from the data broker, the agent can conduct…

Theoretical Economics · Economics 2023-08-08 Yingkai Li

This paper studies the provision of incentives for information acquisition. Information is costly for an agent to acquire and unobservable to a principal. We show that any Pareto optimal contract has a decomposition into a fraction of…

Theoretical Economics · Economics 2021-03-09 Aubrey Clark , Giovanni Reggiani

A seller sells an object over time but is uncertain how the buyer learns their willingness-to-pay. We consider informational robustness under \textit{limited commitment}, where the seller offers a price \textit{each period} to maximize…

Theoretical Economics · Economics 2025-09-10 Zihao Li , Jonathan Libgober , Xiaosheng Mu

We study economies where consumers interact independently with many monopolists. When consumer valuations over goods are correlated, correlation can distort the induced distribution of consumer surplus (information rents). We identify which…

Theoretical Economics · Economics 2026-05-29 Eric Gao , Daniel Luo

A monopolist seller of multiple goods screens a buyer whose type is initially unknown to both but drawn from a commonly known distribution. The buyer privately learns about his type via a signal. We derive the seller's optimal mechanism in…

Theoretical Economics · Economics 2021-05-27 Rahul Deb , Anne-Katrin Roesler

A principal who values an object allocates it to one or more agents. Agents learn private information (signals) from an information designer about the allocation payoff to the principal. Monetary transfer is not available but the principal…

Theoretical Economics · Economics 2022-10-31 Yi-Chun Chen , Gaoji Hu , Xiangqian Yang

We consider a model of oligopolistic competition in a market with search frictions, in which competing firms with products of unknown quality advertise how much information a consumer's visit will glean. In the unique symmetric equilibrium…

Probability · Mathematics 2022-05-27 Pak Hung Au , Mark Whitmeyer

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying…

Computer Science and Game Theory · Computer Science 2026-03-26 Andrew Li , R. Ravi , Karan Singh , Zihong Yi , Weizhong Zhang

We investigate the problem of a principal looking to contract an expert to provide a probability forecast for a categorical event. We assume all experts have a common public prior on the event's probability, but can form more accurate…

Computer Science and Game Theory · Computer Science 2014-04-30 Mark Braverman , Gal Oshri

Classic results show that even an arbitrarily small correlation across bidders' information can enable full surplus extraction in auctions and related mechanism design settings. Motivated by this fragility, we study the information…

Computer Science and Game Theory · Computer Science 2026-04-28 Boyu Liu , Wei Tang , Zihe Wang , Shuo Zhang

A multi-product monopolist faces a buyer who is privately informed about his valuations for the goods. As is well-known, optimal mechanisms are in general complicated, while simple mechanisms -- such as pure bundling or separate sales --…

Theoretical Economics · Economics 2025-09-03 Mira Frick , Ryota Iijima , Yuhta Ishii

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

A well-intentioned principal provides information to a rationally inattentive agent without internalizing the agent's cost of processing information. Whatever information the principal makes available, the agent may choose to ignore some.…

Theoretical Economics · Economics 2022-03-04 Elliot Lipnowski , Laurent Mathevet , Dong Wei

A seller offers a buyer a schedule of transfers and associated product qualities. After observing this schedule, the buyer chooses a flexible costly signal about his type. We show it is without loss to focus on a class of mechanisms that…

Theoretical Economics · Economics 2025-02-20 Jeffrey Mensch , Doron Ravid

A multiproduct seller is more informed than consumers about the value of her products to consumers. The seller posts a price list and segments the market through cheap-talk communication. We find that when both seller's and consumers'…

Theoretical Economics · Economics 2025-03-28 Xiaoxiao Hu , Haoran Lei

We study information disclosure in competitive markets with adverse selection. Sellers privately observe product quality, with higher quality entailing higher production costs, while buyers trade at the market-clearing price after observing…

Theoretical Economics · Economics 2025-10-03 Andrea Di Giovan Paolo , Jose Higueras

In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically…

Pricing of Securities · Quantitative Finance 2011-08-05 Dorje C. Brody , Yan Tai Law