Does risk sorting explain overpricing in experimental asset markets?

B-Tier
Journal: Journal of Behavioral and Experimental Economics
Year: 2022
Volume: 99
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Sorting according to the gender or cognitive abilities of the traders has been investigated as a potential source of overpricing in asset markets. Here we study if sorting according to risk attitudes matters, motivated by the fact that filtering out risk-averse investors is practiced widely in Europe and is in line with the Markets in Financial Instruments Directive (MiFID) of the EU.

Technical Details

RePEc Handle
repec:eee:soceco:v:99:y:2022:i:c:s2214804322000568
Journal Field
Experimental
Author Count
4
Added to Database
2026-01-25