Leverage and asset prices: An experiment

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2021
Volume: 183
Issue: C
Pages: 700-717

Authors (3)

Cipriani, Marco (not in RePEc) Fostel, Ana (not in RePEc) Houser, Daniel (George Mason University)

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

We develop a model of leverage that is amenable to laboratory implementation and gather experimental data. We compare two economies that only differ in one dimension: in one economy, agents cannot borrow; in the other, they can leverage a risky asset to issue debt. Leverage increases asset prices in the laboratory. This increase is significant and quantitatively close to what theory predicts. Moreover, also as theory suggests, leverage allows gains from trade to be realized in the laboratory. Finally, the mechanism generating the price increase in the lab is due to the asset role as collateral, and different from what we would observe with a simple credit line or bigger cash endowments.

Technical Details

RePEc Handle
repec:eee:jeborg:v:183:y:2021:i:c:p:700-717
Journal Field
Theory
Author Count
3
Added to Database
2026-02-02