Heike Schweitzer, one of the most influential competition law scholars in Europe, in particular, with regard to the new challenges of the digital economy, passed away much too early in 2024. This paper, written by one of her co-authors and one of her Ph. D. students for the “MaCCI Law and Economics Conference 2025 in memoriam of Heike Schweitzer”, analyses the methodological approach of her highly innovative research on competition law, data policy, and market regulation in the digital era. The paper shows that her research has deep roots in her vision of a market economy, which is based upon private autonomy, individual liberty, and competition within a framework of rules that ensure a well-functioning decentralised coordination order, influenced by Franz Böhm’s concept of Privatrechtsgesellschaft. For the analysis of the need for market regulation and making policy proposals, she applied economic insights and methods in a very reflective way, for example, the error costs approach – with regard to the Art. 102 TFEU guidelines discussion – or market failure theory, which she used in her very innovative and thought-provoking research on substantial failures in markets for personal data, leading to her critical position on the new phenomenon of “paying with data” instead of money in the digital economy.