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.

This paper investigates (i) the robustness of hindsight bias in experimental asset markets, (ii) the time invariance of the different experimental risk elicitation methods of certainty equivalents and binary lottery choices, and (iii) their correspondence. The results of our within-subjects...