An experimental examination of the house money effect in a multi-period setting

A-Tier
Journal: Experimental Economics
Year: 2006
Volume: 9
Issue: 1
Pages: 5-16

Authors (4)

Lucy Ackert (Kennesaw State University) Narat Charupat (not in RePEc) Bryan Church (not in RePEc) Richard Deaves (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

There is evidence that risk-taking behavior is influenced by prior monetary gains and losses. When endowed with house money, people become more risk taking. This paper is the first to report a house money effect in a dynamic, financial setting. Using an experimental method, we compare market outcomes across sessions that differ in the level of cash endowment (low and high). Our experimental results provide support for a house money effect. Traders’ bids, price predictions, and market prices are influenced by the amount of money that is provided prior to trading. However, dynamic behavior is difficult to interpret due to conflicting influences. Copyright Springer Science + Business Media, LLC 2006

Technical Details

RePEc Handle
repec:kap:expeco:v:9:y:2006:i:1:p:5-16
Journal Field
Experimental
Author Count
4
Added to Database
2026-01-24