Does good luck make people overconfident? Evidence from a natural experiment in the stock market

B-Tier
Journal: Journal of Corporate Finance
Year: 2021
Volume: 68
Issue: C

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 examines the changes in investors' trading behavior after winning an IPO allotment in China—a purely luck-driven event. We find that these investors subsequently become overconfident: They trade more frequently and lose more money relative to other investors. This effect is stronger when investors are inexperienced and when investors' pre-existing level of overconfidence is low. We also show that investors exhibit a stronger gambling propensity and hold more lottery-like stock after winning an IPO allotment. Our findings are not explained by wealth effects or house money effects. Overall, our evidence indicates that the experience of good luck makes people overconfident about their prospects.

Technical Details

RePEc Handle
repec:eee:corfin:v:68:y:2021:i:c:s0929119921000547
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25