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Strategic price complexity in retail financial markets

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Author Info
Carlin, Bruce I.
Abstract

There is mounting empirical evidence to suggest that the law of one price is violated in retail financial markets: there is significant price dispersion even when products are homogeneous. Also, despite the large number of firms in the market, prices remain above marginal cost and may even rise as more firms enter. In a non-cooperative oligopoly pricing model, I show that these anomalies arise when firms add complexity to their price structures. Complexity increases the market power of the firms because it prevents some consumers from becoming knowledgeable about prices in the market. In the model, as competition increases, firms tend to add more complexity to their prices as a best response, rather than make their disclosures more transparent. Because this may substantially decrease consumer surplus in these markets, such practices have important welfare implications.

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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 91 (2009)
Issue (Month): 3 (March)
Pages: 278-287
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Handle: RePEc:eee:jfinec:v:91:y:2009:i:3:p:278-287

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Web page: http://www.elsevier.com/locate/inca/505576

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Related research
Keywords: Complexity Price dispersion Oligopoly;

Cited by:
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  1. Bruce Ian Carlin & Gustavo Manso, 2009. "Obfuscation, Learning, and the Evolution of Investor Sophistication," NBER Working Papers 14954, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.


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