Overpricing and stake size: On the robustness of results from experimental asset markets

Martin Kocher, Peter Martinsson and David Schindler

Munich Reprints in Economics from University of Munich, Department of Economics

Abstract: We assess the effects of a stake size variation on experimental asset markets. Our results show that a fivefold increase in stake size leads to higher trading frequencies. Mispricing and overpricing, however, are not fundamentally different for different stake sizes.

Date: 2017
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Published in Economics Letters 154(2017): pp. 101-104

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Journal Article: Overpricing and stake size: On the robustness of results from experimental asset markets (2017)
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