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We investigate the strategies of a data intermediary selling consumer information to firms for price discrimination purpose. We analyze how the mechanism through which the data intermediary sells information influences how much consumer information she will collect and sell to firms, and how...
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-network theory. To do so we construct an empirical map of information revelation where two dealers are connected based on the … synchronicity of their quote changes. The tests, based on EUR/CHF quote data including the 2015 crash, largely support theory …
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The weekly release of the U.S. inventory level by the DOE-EIA is known as the market mover in the U.S. oil futures market and to be a significant piece of information for all world oil markets in which the WTI is a price benchmark. We uncover suspicious trading patterns in the WTI futures...
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