Charitable donations are more responsive to stock market booms than busts

John List and Yana Peysakhovichc

Natural Field Experiments from The Field Experiments Website

Abstract: This paper examines aggregate time series data on individual charitable donations from 1968 to 2007. We find that changes in individual giving show an asymmetric response to changes in the S&P 500: individuals are more responsive to stock market upturns than downturns.

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://s3.amazonaws.com/fieldexperiments-papers2/papers/00473.pdf

Related works:
Journal Article: Charitable donations are more responsive to stock market booms than busts (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:feb:natura:00473

Access Statistics for this paper

More papers in Natural Field Experiments from The Field Experiments Website
Bibliographic data for series maintained by Francesca Pagnotta ().