Hidden vs. known gender effects in experimental asset markets

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 156
Issue: C
Pages: 7-9

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

Eckel and Füllbrunn (2015) report a striking gender effect in experimental asset markets: Markets with only men produce substantial price bubbles while markets with only women sometimes produce negative bubbles. A possible explanation might be that common expectations about the behavior of men and women in a market drive the bubble formation. If we take away these common expectations, male/female differences might be reduced. Hence, we reran this experiment hiding the single-sex composition of the markets. We find no significant difference between all-male and all-female markets, providing evidence that common expectations play a role in bubble formation.

Technical Details

RePEc Handle
repec:eee:ecolet:v:156:y:2017:i:c:p:7-9
Journal Field
General
Author Count
2
Added to Database
2026-01-25