Hindsight Bias and Individual Risk Attitude within the Context ofExperimental Asset Markets

This paper investigates the robustness of hindsight bias in experimental asset markets, the time invariance of the different experimental risk elicitation methods of certainty equivalents and binary lottery choices, and their correspondence.

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Year of publication:	2002
Authors:	El-Sehitya,Tarek ; Haumerb, Hans ; Helmenstein, Christian ; Kirchler, Erich ; Maciejovsky, Boris
Publisher:	Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
Subject:	Anlageverhalten \| Entscheidung bei Risiko \| decision \| Risikoverhalten

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Extent:	286720 bytes 20 p. application/pdf
Series:	Max-Planck-Institut für Ökonomik - Abteilung für Strategische Interaktion - Discussion Papers on Strategic Interaction Discussion Papers on Strategic Interaction ; 16 (2002) Journal of Psychology and Financial Markets (2002)
Type of publication:	Book / Working Paper
Language:	English
Classification:	C90 - Design of Experiments. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G10 - General Financial Markets. General ; Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005850581