These supplemental materials include additional bibliographical and technical details on the themes brought up in the main text: (https://ssrn.com/abstract=3744410) the consumption-based asset pricing models, as well as the concept of shrinkage. A description of data sources is also given here

We use three quasi-natural experiments in Mexico and one in Panama to estimate the effects of having the option to pay with cash on Uber rides. The ability to pay in cash affects the demand for rides, which is reflected in large changes in the total number of trips, fares, miles, and number of...

Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset pricing anomalies. We use the controlled conditions of an experimental lab to investigate whether earnings autocorrelation is the driving cause of this anomaly. We observe PEAD in settings with uncorrelated and...

Subjects faced two independent portfolio choice problems simultaneously, each requiring an allocation of a budget across one safe and one risky asset. We found that choice for one of these problems could depend on the riskiness of the risky asset in the other. Results are consistent with...