Information Acquisition in Competitive Markets: An Application to the US Mortgage Market

B-Tier
Journal: American Economic Journal: Microeconomics
Year: 2012
Volume: 4
Issue: 4
Pages: 65-106

Authors (3)

Jeremy M. Burke (not in RePEc) Curtis R. Taylor (not in RePEc) Liad Wagman (Illinois Institute of Technolo...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

How do price commitments impact the amount of information firms acquire about potential customers? We examine this question in the context of a competitive market where firms search for information that may disqualify applicants. Contracts are incomplete because the amount of information acquired cannot be observed. Despite competition, we find that firms search for too much information in equilibrium. If price discrimination is prohibited, members of high-risk groups suffer disproportionately high rejection rates. If rejected applicants remain in the market, the resulting adverse selection can be severe. We apply the results to the US mortgage market. (JEL D82, D83, D86, G21)

Technical Details

RePEc Handle
repec:aea:aejmic:v:4:y:2012:i:4:p:65-106
Journal Field
General
Author Count
3
Added to Database
2026-01-29