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

Martin Kocher (), Peter Martinsson and David Schindler ()

Economics Letters, 2017, vol. 154, issue C, 101-104

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.

Keywords: Experimental finance; Incentives; Traders; Bubbles (search for similar items in EconPapers)
JEL-codes: C90 D53 G02 (search for similar items in EconPapers)
Date: 2017
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Working Paper: Overpricing and stake size: On the robustness of results from experimental asset markets (2017)
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