Overpricing and stake size: On the robustness of results from experimental asset markets
Martin Kocher (),
Peter Martinsson and
David Schindler ()
Munich Reprints in Economics from University of Munich, Department of Economics
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.
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Published in Economics Letters 154(2017): pp. 101-104
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Journal Article: Overpricing and stake size: On the robustness of results from experimental asset markets (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:lmu:muenar:49910
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