Collusion in Markets with Syndication

S-Tier
Journal: Journal of Political Economy
Year: 2020
Volume: 128
Issue: 10
Pages: 3779 - 3819

Authors (4)

John William Hatfield (not in RePEc) Scott Duke Kominers (Harvard University) Richard Lowery (not in RePEc) Jordan M. Barry (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 4 authors) × 4.0x S-tier

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

Abstract

Many markets are syndicated, including those for initial public offerings, club deal leveraged buyouts, and debt issuances; in such markets, each winning bidder invites competitors to join a syndicate to complete production. We show that in syndicated markets, collusion may become easier as market concentration falls and market entry may facilitate collusion. In particular, firms can sustain collusion by refusing to syndicate with any firm that undercuts the collusive price, thereby raising that firm’s production costs. Our results can thus rationalize the paradoxical empirical observations that many real-world syndicated markets exhibit seemingly collusive pricing despite low levels of market concentration.

Technical Details

RePEc Handle
repec:ucp:jpolec:doi:10.1086/709953
Journal Field
General
Author Count
4
Added to Database
2026-01-25