Replication data for: Bubbles and Experience: An Experiment
Principal Investigator(s): View help for Principal Investigator(s) Martin Dufwenberg; Tobias Lindqvist; Evan Moore
Version: View help for Version V1
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application/vnd.ms-excel | 3 MB | 12/06/2019 10:43:AM |
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text/plain | 14.6 KB | 12/06/2019 10:43:AM |
Project Citation:
Dufwenberg, Martin, Lindqvist, Tobias, and Moore, Evan. Replication data for: Bubbles and Experience: An Experiment. Nashville, TN: American Economic Association [publisher], 2005. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-12-06. https://doi.org/10.3886/E116071V1
Project Description
Summary:
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We investigate the occurrence of bubble-crash pricing patterns in laboratory financial markets with a mixture of experienced and inexperienced traders. We find that even with a minority of experienced traders, bubbles are substantially abated.
Scope of Project
JEL Classification:
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G10 General Financial Markets: General (includes Measurement and Data)
G10 General Financial Markets: General (includes Measurement and Data)
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