Risk attitude and market behavior: Evidence from experimental asset markets

Journal of Economic Psychology, pp. 338-350, 2007.

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3100c92experimental asset marketsd803000More(9+)

Abstract:

In this paper we relate individual risk attitude as elicited by binary lottery choices to market behavior. By analyzing 26 independent experimental markets with a total of 280 participants, we show that binary lottery choices are systematically correlated with market behavior: the higher the degree of risk aversion the lower the observed ...More

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