Pricing and Signaling with Frictions
Abstract
We study a large market with directed search and signaling. Each seller chooses an investment that determines the quality of the good which is the seller's private information. A seller also chooses the price of the good and the number of selling sites. After observing sellers' choices of prices and sites, but not quality, buyers choose which price to search. The sites posting the same price and the buyers searching for that price match with each other randomly. In this environment, a seller's choices of prices and sites can direct buyers' search decisions and signal quality ex-ante. After matching, a buyer also receives an imperfectly informative signal about the quality of the good and decides whether to trade at the posted price. When the latter signal received is sufficiently accurate, we prove that there is a unique equilibrium. Moreover, when the quality differential is large, the equilibrium (under private information) implements the socially efficient allocation under public information. When the quality differential is small, the equilibrium is inefficient in the quality of goods produced or/and the number of sites created. This inefficiency is caused by a conflict between the search-directing role and the signaling role of a posted price. We also compare the price-posting equilibrium with the equilibrium under bargaining. The bargaining equilibrium features efficient quality, but inefficient entry. It is superior to the price-posting equilibrium when a seller's bargaining power is intermediate and the quality differential is small.Download Info
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Paper provided by University of Toronto, Department of Economics in its series Working Papers with number tecipa-455.Length: Unknown pages
Date of creation: 18 May 2012
Date of revision:
Handle: RePEc:tor:tecipa:tecipa-455
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Related research
Keywords: Directed search; Search; Signaling; Pricing; Efficiency;Other versions of this item:
- Alain Delacroix & Shouyong Shi, 2007. "Pricing and Signaling with Frictions," Working Papers tecipa-298, University of Toronto, Department of Economics.
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- C78 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Bargaining Theory; Matching Theory
- E24 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-29 (All new papers)
- NEP-COM-2012-05-29 (Industrial Competition)
- NEP-CTA-2012-05-29 (Contract Theory & Applications)
- NEP-DGE-2012-05-29 (Dynamic General Equilibrium)
- NEP-IND-2012-05-29 (Industrial Organization)
- NEP-MIC-2012-05-29 (Microeconomics)
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Veronica Guerrieri & Robert Shimer & Randall Wright, 2009.
"Adverse Selection in Competitive Search Equilibrium,"
NBER Working Papers
14915, National Bureau of Economic Research, Inc.
- Veronica Guerrieri & Robert Shimer & Randall Wright, 2010. "Adverse Selection in Competitive Search Equilibrium," Econometrica, Econometric Society, vol. 78(6), pages 1823-1862, November.
- Robert Shimer & Randall Wright & Veronica Guerrieri, 2009. "Adverse Selection in Competitive Search Equilibrium," 2009 Meeting Papers 139, Society for Economic Dynamics.
- Albrecht, James & Gautier, Pieter A. & Vroman, Susan, 2010.
"Directed Search in the Housing Market,"
CEPR Discussion Papers
7639, C.E.P.R. Discussion Papers.
- Susan Vroman & Pieter Gautier & James Albrecht, 2007. "Directed Search in the Housing Market," 2007 Meeting Papers 372, Society for Economic Dynamics.
- Albrecht, James & Gautier, Pieter & Vroman, Susan, 2009. "Directed Search in the Housing Market," IZA Discussion Papers 4671, Institute for the Study of Labor (IZA).
- Jean Guillaume Forand, 2012.
"Competing Through Information Provision,"
Working Papers
1201, University of Waterloo, Department of Economics, revised Apr 2012.
- Jean Guillaume Forand, 2007. "Competing Through Information Provision," 2007 Meeting Papers 661, Society for Economic Dynamics.
- Derek Stacey, 2012.
"Information, Commitment, and Separation in Illiquid Housing Markets,"
2012 Meeting Papers
401, Society for Economic Dynamics.
- Derek G. Stacey, 2012. "Information, Commitment, and Separation in Illiquid Housing Markets," Working Papers 1289, Queen's University, Department of Economics.
- Jean Guillaume Forand & Vikram Maheshri, 2012. "(De)Regulation and Market Thickness," Working Papers 1202, University of Waterloo, Department of Economics, revised Oct 2012.
- Benjamin Lester & Ludo Visschers & Ronald Wolthoff, 2013.
"Competing with Asking Prices,"
Working Papers
tecipa-471, University of Toronto, Department of Economics.
- Benjamin Lester & Ludo Visschers & Ronald Wolthoff, 2013. "Competing with asking prices," Working Papers 13-07, Federal Reserve Bank of Philadelphia.
- Lester, Benjamin R. & Visschers, Ludo & Wolthoff, Ronald P., 2013. "Competing with Asking Prices," IZA Discussion Papers 7163, Institute for the Study of Labor (IZA).
- Jonathan Halket & Matteo Pignatti, 2012. "Housing tenure choices with private information," Economics Discussion Papers 717, University of Essex, Department of Economics.
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