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Traders' Expectations in Asset Markets: Experimental Evidence

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Author Info
Ernan Haruvy
Yaron Lahav
Charles N. Noussair

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Abstract

We elicit traders' predictions of future price trajectories in repeated experimental markets for a 15-period-lived asset. We find that individuals' beliefs about prices are adaptive, and primarily based on past trends in the current and previous markets in which they have participated. Most traders do not anticipate market downturns the first time they participate in a market, and, when experienced, they typically overestimate the time remaining before market peaks and downturns occur. When prices deviate from fundamental values, belief data are informative to an observer in predicting the direction of future price movements and the timing of market peaks. (JEL C91, D12, D84, G11 )

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

Volume (Year): 97 (2007)
Issue (Month): 5 (December)
Pages: 1901-1920
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Handle: RePEc:aea:aecrev:v:97:y:2007:i:5:p:1901-1920

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  1. Jörg Oechssler & Carsten Schmidt & Wendelin Schnedler, 2007. "Asset Bubbles without Dividends - An Experiment," Working Papers 0439, University of Heidelberg, Department of Economics, revised Apr 2007. [Downloadable!]
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This page was last updated on 2008-4-27.


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