Bubbles in asset markets and the heterogeneity of beliefs

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2025
Volume: 236
Issue: C

Authors (5)

Akiyama, Eizo (not in RePEc) Funaki, Yukihiko (not in RePEc) Ishikawa, Ryuichiro (not in RePEc) Lahav, Yaron (not in RePEc) Noussair, Charles N. (University of Arizona)

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

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

Abstract

We examine the relationship between belief heterogeneity and transaction volume in asset markets. In a laboratory experiment, we elicit long-term beliefs from traders about future prices and make different subsets of the belief information common knowledge, depending on the treatment. There is a strong tendency for traders to adjust their beliefs toward the median belief in their market. There is no effect of making belief information public on transaction volume. Surprisingly to us, however, making the median price prediction for the entire future time horizon common knowledge greatly reduces mispricing

Technical Details

RePEc Handle
repec:eee:jeborg:v:236:y:2025:i:c:s0167268125002367
Journal Field
Theory
Author Count
5
Added to Database
2026-01-26