AbstractWe provide laboratory evidence that people neglect skewness resulting from compound shocks.
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Bibliographic InfoPaper provided by DIW Berlin, German Institute for Economic Research in its series Discussion Papers of DIW Berlin with number 1043.
Length: 12 : Anh. p.
Date of creation: 2010
Date of revision:
Skewnes; belief biases; binomial tree;
Other versions of this item:
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker, 2012. "Hidden Skewness," Discussion Papers of DIW Berlin 1238, DIW Berlin, German Institute for Economic Research.
- Ensthaler, Ludwig & Nottmeyer, Olga & Weizsäcker, Georg, 2010. "Hidden Skewness," IZA Discussion Papers 5109, Institute for the Study of Labor (IZA).
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- D03 - Microeconomics - - General - - - Behavioral Economics; Underlying Principles
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-08-21 (All new papers)
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- Alexander Klos & Elke U. Weber & Martin Weber, 2005. "Investment Decisions and Time Horizon: Risk Perception and Risk Behavior in Repeated Gambles," Management Science, INFORMS, vol. 51(12), pages 1777-1790, December.
- Haipeng (Allan) Chen & Akshay R. Rao, 2007. "When Two Plus Two Is Not Equal to Four: Errors in Processing Multiple Percentage Changes," Journal of Consumer Research, University of Chicago Press, vol. 34(3), pages 327-340, 06.
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- Victor Stango & Jonathan Zinman, 2009. "Exponential Growth Bias and Household Finance," Journal of Finance, American Finance Association, vol. 64(6), pages 2807-2849, December.
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