Replication data for: Bubbles and Experience: An Experiment

Principal Investigator(s): View help for Principal Investigator(s) Martin Dufwenberg; Tobias Lindqvist; Evan Moore

Name	File Type	Size	Last Modified
AER20030703.xls	application/vnd.ms-excel	3 MB	12/06/2019 10:43:AM
LICENSE.txt	text/plain	14.6 KB	12/06/2019 10:43:AM

Project Citation:

Dufwenberg, Martin, Lindqvist, Tobias, and Moore, Evan. Replication data for: Bubbles and Experience: An Experiment. Nashville, TN: American Economic Association [publisher], 2005. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-12-06. https://doi.org/10.3886/E116071V1

Project Description

Summary: We investigate the occurrence of bubble-crash pricing patterns in laboratory financial markets with a mixture of experienced and inexperienced traders. We find that even with a minority of experienced traders, bubbles are substantially abated.

Scope of Project

JEL Classification:
G10 General Financial Markets: General (includes Measurement and Data)

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Published Versions

V1 [2019-12-06]

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Dublin Core

DDI 2.5

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