Price bubbles, gender, and expectations in experimental asset markets

B-Tier
Journal: European Economic Review
Year: 2017
Volume: 100
Issue: C
Pages: 72-94

Authors (3)

Holt, Charles A. (University of Virginia) Porzio, Megan (not in RePEc) Song, Michelle Yingze (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This paper reports results of laboratory markets for a risky asset with a “flat” fundamental value that equates expected dividends to the return on a safe asset. Subjects were sorted by gender in an unobtrusive manner, and bubbles in this setting are pervasive and of comparable magnitude for both genders. In contrast, a robustness check done with a declining fundamental value did generate larger bubbles for groups of males. Elicited price forecasts tend to trail share prices as they rise and exceed prices as they fall, a pattern that is tracked by a “double adaptive” forecasting model.

Technical Details

RePEc Handle
repec:eee:eecrev:v:100:y:2017:i:c:p:72-94
Journal Field
General
Author Count
3
Added to Database
2026-02-02