Overpricing and stake size: On the robustness of results from experimental asset markets

M.G. Kocher, P. Martinsson, David Schindler

Research output: Contribution to journalArticleScientificpeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)104-104
JournalEconomics Letters
Volume154
DOIs
Publication statusPublished - May 2017
Externally publishedYes

Keywords

  • experimental finance
  • incentives
  • traders
  • bubbles

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