The impact of asset purchases in an experimental market with consumption smoothing motives

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2023
Volume: 156
Issue: C

Authors (2)

Duan, Jieyi (not in RePEc) Hanaki, Nobuyuki (Osaka University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We investigate the effect of preannounced market intervention on an asset price as well as participants' welfare in an experimental framework where participants have consumption smoothing motives to trade the asset. The results show that, on the one hand, the preannounced intervention results in significantly larger overpricing of the asset relative to the rational expectations equilibrium level in periods prior to the intervention compared with the treatment without it. The participants' welfare, measured by the discounted sum of the payoffs at the beginning of the experiment, on the other hand, are not significantly worsened by the intervention.

Technical Details

RePEc Handle
repec:eee:dyncon:v:156:y:2023:i:c:s0165188923001604
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25