Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback
Zhou Lu (),
Te Bao and
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Zhou Lu: Norwegian School of Economics
Computational Economics, 2021, vol. 57, issue 4, No 15, 1307-1326
Abstract We investigate the effect of gender on the price deviation (bubble) from the fundamental value in a learning-to-forecast experiment. Our results show that gender plays a more prominent role in markets with positive expectation feedback than in markets with negative feedback. In both types of markets, market prices tend to depart more from the fundamental values when there are more male participants in the market.
Keywords: Learning-to-forecast experiments; Gender difference; Asset pricing; Asset bubbles; Experiment economics (search for similar items in EconPapers)
JEL-codes: C91 C92 D58 D83 D84 G12 J16 (search for similar items in EconPapers)
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