The extensive and growing use of the Internet over the past decade has provided businesses with vast opportunities to learn more about their online customers. These data might be quite beneficial for organizations operating in a variety of areas. However, internet users are concerned about the privacy of their online information since their personal information is gathered and shared without their consent. Different internet marketplaces are impacted by these privacy problems. We examine the impact of online privacy concerns on processes and decisions in three distinct market settings. First, we investigate how websites disclose personal information about their users with third parties and what drives them to conceal such sharing. Our data demonstrate that obfuscation of information sharing is a viable strategy for websites.  Second, we propose an incentive-compatible compensation mechanism and novel sampling methods for a platform to get users' permission to share their data on a personal data marketplace. We analyze the tradeoffs between sample size, bias, cost, and privacy, as well as the performance of the proposed methods in comparison to benchmarks. Third, we examine a market for advertising in which individuals sell their attention to advertisers through a platform intermediary. We study how consumers' lack of awareness about the value of their attention influences their decision-making.