Hidden Skewness

Ludwig Ensthaler (), Olga Nottmeyer () and Georg Weizsäcker
Additional contact information
Ludwig Ensthaler: DIW Berlin
Olga Nottmeyer: IZA

No 5109, IZA Discussion Papers from Institute of Labor Economics (IZA)

Abstract: We provide laboratory evidence that people neglect skewness resulting from compound shocks.

Keywords: binomial tree; belief biases; skewness (search for similar items in EconPapers)
JEL-codes: C91 D03 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2010-08
New Economics Papers: this item is included in nep-cbe and nep-exp
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Published - published in: Management Science, 2018, 64 (4), 1693-1706.

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https://docs.iza.org/dp5109.pdf (application/pdf)

Related works:
Working Paper: Hidden Skewness (2012)
Working Paper: Hidden Skewness (2010)
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