Markets are being populated with new generations of pricing algorithms, powered with artificial intelligence (AI), that have the ability to autonomously learn to operate.[...]

Data archive for peer-reviewed article published in Journal of Political Economy. Paper published online June 24, 2019. When citing this dataset, please also cite the ass[...]

This paper analyzes the effectiveness of debt‐relief programs targeting short‐run household liquidity constraints implemented in Canada in response to the COVID‐19 pandem[...]

This paper studies discounting in mortgage markets. Using transaction-level data on Canadian mortgages, we document that over time there's been an increase in the average[...]

We examine the relationship between concentration and price dispersion using variation induced by a merger in the Canadian mortgage market. Since interest rates are deter[...]

In many countries, the cost of housing has greatly outpaced income growth, leading to an affordability crisis. Leveraging Canadian loan-level data, we document an increas[...]

Replication files for "Housing Affordability and Parental Income Support: The Role of Mortgage Co-Signing", Jason Allen, Kyra Carmichael, Robert Clark, Shaoteng Li, and N[...]

This paper studies the role that market structure plays in affecting the diffusion of electronic banking. Electronic banking (and electronic commerce more generally) redu[...]

This paper examines the impact of bank consolidation on mortgage rates in order to evaluate the extent to which mortgage markets are competitive. Mortgage markets are dec[...]

Using transaction-level data on Canadian mortgage contracts, we document an increase in the average discount negotiated off the posted price and in rate dispersion. Our a[...]