Hidden vs. known gender effects in experimental asset markets
Catherine Eckel () and
Sascha Füllbrunn ()
Economics Letters, 2017, vol. 156, issue C, 7-9
Eckel and Füllbrunn (2015) report a striking gender effect in experimental asset markets: Markets with only men produce substantial price bubbles while markets with only women sometimes produce negative bubbles. A possible explanation might be that common expectations about the behavior of men and women in a market drive the bubble formation. If we take away these common expectations, male/female differences might be reduced. Hence, we reran this experiment hiding the single-sex composition of the markets. We find no significant difference between all-male and all-female markets, providing evidence that common expectations play a role in bubble formation.
Keywords: Asset market; Bubble; Experiment; Gender (search for similar items in EconPapers)
JEL-codes: C91 G02 G11 J16 (search for similar items in EconPapers)
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