Are biased beliefs fit to survive? An experimental test of the market selection hypothesis

A-Tier
Journal: Journal of Economic Theory
Year: 2018
Volume: 176
Issue: C
Pages: 342-371

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We experimentally study the “market selection hypothesis,” the classical claim that competitive markets bankrupt traders with biased beliefs, allowing unbiased competitors to survive. Prior theoretical work suggests the hypothesis can fail if biased traders over-invest in the market relative to their less biased competitors. Subjects in our experiment divide wealth between consumption and a pair of securities whose values are linked to a difficult reasoning problem. While most subjects in our main treatment form severely biased beliefs and systematically over-consume, the minority who form unbiased beliefs consume at near-optimal levels – an association that strongly supports the market selection hypothesis.

Technical Details

RePEc Handle
repec:eee:jetheo:v:176:y:2018:i:c:p:342-371
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25