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Preference Reversals without the Independence Axiom

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Author Info
Cox, James C
Epstein, Seth
Abstract

The preference reversal phenomenon was believed to be inconsistent with the transitivity axiom of decision theory. However, recent theoretical papers have demonstrated that the preference reversals that were observed in earlier experiments could be explained by subject violations of the independence axiom or the compound lottery axiom. Therefore, those preference reversals are not known to be inconsistent with generalization of expected utility theory that replace the independence axiom. The present paper reports the results of experiments in which a substantial proportion of subject responses violate the asymmetry axiom. These results are inconsistent with expected utility theory and its generalizations. Copyright 1989 by American Economic Association.

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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 79 (1989)
Issue (Month): 3 (June)
Pages: 408-26
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Handle: RePEc:aea:aecrev:v:79:y:1989:i:3:p:408-26

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  1. Cox, James C. & Grether, David M., 1993. "The Preference Reversal Phenomenon: Response Mode, Markets and Incentives," Working Papers 810, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  2. Peter Bohm & Hans Lind, 1993. "Preference Reversal, Real-World Lotteries, and Lottery-Interested Subjects," Framed Field Experiments 0013, The Field Experiments Website. [Downloadable!]
  3. Yoram Amiel & Frank Cowell & Liema Davidovitz & Avraham Polovin, 2008. "Preference reversals and the analysis of income distributions," Social Choice and Welfare, Springer, vol. 30(2), pages 305-330, February. [Downloadable!] (restricted)
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  4. James C. Cox, 2009. "Some Issues of Methods, Theories, and Experimental Designs," Experimental Economics Center Working Paper Series 2009-02, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
  5. William S. Neilson, 1993. "An Expected Utility-User's Guide to Nonexpected Utility Experiments," Eastern Economic Journal, Eastern Economic Association, vol. 19(3), pages 257-274, Summer. [Downloadable!]
  6. Ian Bateman & Brett Day & Graham Loomes & Robert Sugden, 2007. "Can ranking techniques elicit robust values?," Journal of Risk and Uncertainty, Springer, vol. 34(1), pages 49-66, February. [Downloadable!] (restricted)
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