Nicolas de Roos

Working papers

Price coordination with asymmetric information sharing: Theory and evidence

with David P. Byrne, Matthew S. Lewis, Leslie M. Marx, and Xiaosong Wu

Platform-based information sharing among ostensibly competing firms presents a challenge for antitrust authorities, as evidenced by, for example, issues surrounding the Informed Sources antitrust case and its price-sharing platform for retail gasoline stations. Even when anticompetitive effects of information sharing are clear, effective remedies may not be. We provide a theoretical model that offers guidance for disrupting anticompetitive coordination facilitated through a price-sharing platform. Our analysis highlights the potential ineffectiveness of removing only one participant from the platform and points to benefits from the combination of ensuring that (i) at least two substantive market participants do not have ready access to each other's prices and (ii) the costs of price leadership are sufficiently high.

Price and design comparability

We decompose product comparability into a price component and a design component relating to preference matches, and examine the incentives for price-setting firms to manipulate each component. First, we analyse price competition for given product comparability. Improved price (design) comparability leads to more (less) intense price competition. We then examine message and price competition. If messages are impactful on equilibrium comparability, firms associate higher relative prices with messages that increase design comparability and decrease price comparability.

Choosing the prize in contests

with Alexander Matros, Vladimir Smirnov and Zehra Valencia

In many contests, a participant's choices can influence the value of the prize on offer. However, in the standard contest model, the value of the prize is exogenous and participants have discretion only over the effort they exert. This paper proposes a new type of N-player contest in which each participant chooses both her own prize and effort. We present a general model and establish sufficient conditions for equilibrium existence. We then describe sufficient conditions for the existence of symmetric equilibria, and discuss comparative statics with respect to the number of players. Finally, we discuss asymmetric contests.

Large-stakes estimates of risk and ambiguity attitudes

with Pavlo Blavatskyy.

We exploit a high-stakes quasi-field setting to estimate attitudes towards both risk and strategic ambiguity. Participants make a sequence of binary choices, either between a sure thing and a risky alternative, or between a sure thing and an alternative that is contingent on the unobserved strategies of rivals. Payoffs range up to 250 000 Swiss Francs. Our econometric model allows for both stochastic choice and preference heterogeneity across contestants. We consider several models of ambiguity attitudes. We find substantial ambiguity aversion and moderate risk aversion; ambiguity attitudes are best captured by the Klibanoff et al. (2005) smooth ambiguity model; and heterogeneity is important at the decision and participant level.

Contests with participant-dependent prizes

with Alexander Matros and Vladimir Smirnov.

We study contests in which the prize depends on the number of participants, and show that equilibrium effort can be increasing, decreasing, or non-monotonic in the number of participants. This contrasts with the standard result for contests with fixed prizes in which effort is decreasing in the number of participants.

The internet, search, and asymmetric pricing: A natural experiment in retail gasoline

with David Byrne and Daniel Tiong.

How does the Internet effect retail pricing? In contrast to previous empirical research that focuses on price dispersion and static margins, this paper examines how the Internet and web-based price clearing houses effect dynamic asymmetric pricing adjustment (e.g., "rockets and feathers"). We exploit a unique policy intervention in the context of the retail gasoline market that introduced a price clearinghouse in some markets but not others. We find stark evidence that the policy eliminated asymmetric price adjustment and increase the rate of passthrough of falling costs to retail prices. These results support search-based explanations for asymmetric price adjustment.

Markup uniformity under the multi-nomial logit

We show that the multi-nomial logit model of demand implies a constant markup of price above marginal cost for multi-product oligopolists. Further, for the random coefficients discrete choice model of demand, a multi-product oligopolist optimally sets the same markup for two products if they share the same form of consumer heterogeneity, even if product characteristics differ markedly.

Collusion with a competitive fringe: An application to vitamin C

In a recent high profile case of collusion in the market for vitamin C, the cartel initially accommodated a fringe competitor before ultimately collapsing under the competitive burden. In this paper, the cartel's decision of when to dissolve is endogenised within a dynamic model of collusion. Demand estimates and cost information from the vitamin C market are used to calibrate the model. Results are intimately linked to the dynamic nature of the model. A cartel is found to persist only while fringe competitors remain small; fringe competitors invest heavily while a cartel is operating; entry deterrence is mitigated if cartel members are able to accommodate entry; and firms of an intermediate size are the most likely to accommodate entry.