Simultaneous Over- and Underconfidence: Evidence from Experimental Asset Markets.

B-Tier
Journal: Journal of Risk and Uncertainty
Year: 2002
Volume: 25
Issue: 1
Pages: 65-85

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

In this paper we investigate individual overconfidence within the context of an experimental asset market. Overall, 72 participants traded one risky asset on six markets of 12 participants each. Our results indicate that participants are not generally prone to overconfidence. A comparison of two different measures of overconfidence, (i) subjective confidence intervals and (ii) differences between objective accuracy and subjective certainty, lead to a different classification of behavior in our data-set. We observe well-calibration as well as over- and underconfidence. Copyright 2002 by Kluwer Academic Publishers

Technical Details

RePEc Handle
repec:kap:jrisku:v:25:y:2002:i:1:p:65-85
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25