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Data Privacy and Data Markets

Paper Session

Monday, Jan. 4, 2021 10:00 AM - 12:00 PM (EST)

Hosted By: American Economic Association
  • Chair: Daron Acemoglu, Massachusetts Institute of Technology

Too Much Data: Prices and Inefficiencies in Data Markets

Daron Acemoglu
,
Massachusetts Institute of Technology
Ali Makhdoumi
,
Duke University
Azarakhsh Malekian
,
University of Toronto
Asu Ozdaglar
,
Massachusetts Institute of Technology

Abstract

When a user shares her data with an online platform, she typically reveals relevant information about other users. We model a data market in the presence of this type of externality in a setup where one or multiple platforms estimate a user's type with data they acquire from all users and (some) users value their privacy. We demonstrate that the data externalities depress the price of data because once a user's information is leaked by others, she has less reason to protect her data and privacy. These depressed prices lead to excessive data sharing. We characterize conditions under which shutting down data markets improves (utilitarian) welfare. Competition between platforms does not redress the problem of excessively low price for data and too much data sharing, and may further reduce welfare. We propose a scheme based on mediated data-sharing that improves efficiency.

The Economic Consequences of Data Privacy Regulation: Empirical Evidence from GDPR

Guy Aridor
,
Columbia University
Yeon-Koo Che
,
Columbia University
Tobias Salz
,
Massachusetts Institute of Technology

Abstract

This paper studies the effects of the EU’s General Data Protection Regulation (GDPR) on the ability of firms to collect consumer data, identify consumers over time, accrue revenue via online advertising, and predict their behavior. Utilizing a novel dataset by an intermediary that spans much of the online travel industry, we perform a difference-in-differences analysis that exploits the geographic reach of GDPR. We find a 12.5% drop in the intermediary-observed consumers as a result of the new opt-in requirement of GDPR. At the same time, the remaining consumers are observable for a longer period of time. We provide evidence that this pattern is consistent with the hypothesis that privacy-conscious consumers substitute away from less efficient privacy protection (e.g, cookie deletion) to explicit opt out, a process that would reduce the number of artificially short consumer histories. Further in keeping with this hypothesis, we observe that the average value of the remaining consumers to advertisers has increased, offsetting most of the losses from consumers that opt out. Finally, we find that the ability to predict consumer behavior by the intermediary’s proprietary machine learning algorithm does not significantly worsen as a result of the changes induced by GDPR. Our results highlight the externalities that consumer privacy decisions have both on other consumers and for firms.

From Mad Men to Maths Men: Concentration and Buyer Power in Online Advertising

Francesco Decarolis
,
Bocconi University
Gabriele Rovigatti
,
Bank of Italy

Abstract

This paper analyzes the impact of intermediaries' concentration on the allocation of revenues in online platforms. We study sponsored search - the sale of ad space on search engines through online auctions - documenting how advertisers increasingly bid through a handful of specialized intermediaries. This enhances automated bidding and data pooling, but lessens competition whenever the intermediary represents competing advertisers. Using data on nearly 40 million Google's keyword-auctions, we rst apply machine learning algorithms to cluster keywords into thematic groups serving as relevant markets. Then, through an instrumental variable strategy, we quantify a negative and sizeable impact of intermediaries' concentration on platform's revenues.

The Economics of Social Data

Dirk Bergemann
,
Yale University
Alessandro Bonatti
,
Massachusetts Institute of Technology
Tan Gan
,
Yale University

Abstract

A data intermediary pays consumers for information about their preferences and sells the information so acquired to firms that use it to tailor their products and prices. The social dimension of the individual data-whereby an individual's data are predictive of the behavior of others-generates a data externality that reduces the intermediary's cost of acquiring information. We derive the intermediary's optimal data policy and show that it preserves the privacy of the consumers' identities while providing precise information about market demand to the firms. This enables the intermediary to capture the entire value of information as the number of consumers grows large
Discussant(s)
Joshua Gans
,
University of Toronto
Avi Goldfarb
,
University of Toronto
Fiona Scott Morton
,
Yale University
Hal Varian
,
Google Inc.
JEL Classifications
  • D8 - Information, Knowledge, and Uncertainty
  • D6 - Welfare Economics