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Information Aggregation with Costly Information and Random Ordering: Experimental Evidence

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Author Info
Kraemer, Carlo () (Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre)
Nöth, Markus () (Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre)
Weber, Martin () (Lehrstuhl für ABWL, Finanzwirtschaft, insb. Bankbetriebslehre)
Abstract

The cost of information is an often ignored factor in economic situations although the information acquisition behavior of the decision makers has a crucial influence on the outcome. In this experiment, we study an information aggregation process in which participants decide in a random sequence. Participants observe predecessors decisions and can acquire additional private information at a fixed price. We analyze participants information acquisition behavior and updating procedures. About one half of the individuals act rationally, whereas the other participants systematically overestimate the private signal value. This leads to excessive signal acquisitions and reduced conformity.

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Paper provided by Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim in its series Sonderforschungsbereich 504 Publications with number 00-35.

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Length: 45 pages
Date of creation: 21 Jul 2000
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Handle: RePEc:xrs:sfbmaa:00-35

Note: The authors gratefully acknowledge the financial support for this research, which was provided by the Deutsche Forschungsgemeinschaft (grant We993/7-2). Markus Nöth is grateful to the finance department at the Wharton School for their hospitality. Helpful comments were received from Frank Voßmann, Charles Plott, Amnon Rapoport, from participants at the GEW meeting, ESA European Regional meeting in 1999, the 1 st Asian Conference on Experimental Business Research and from seminar participants at the University of Zürich, University of Toulouse and Fuqua Business School.
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Anderson, Lisa R & Holt, Charles A, 1997. "Information Cascades in the Laboratory," American Economic Review, American Economic Association, vol. 87(5), pages 847-62, December. [Downloadable!] (restricted)
  2. Copeland, Thomas E & Friedman, Daniel, 1992. "The Market Value of Information: Some Experimental Results," Journal of Business, University of Chicago Press, vol. 65(2), pages 241-66, April. [Downloadable!] (restricted)
  3. Antonio Bernardo & Ivo Welch, 1997. "On the Evolution of Overconfidence and Entrepreneurs," University of California at Los Angeles, Anderson Graduate School of Management 1123, Anderson Graduate School of Management, UCLA. [Downloadable!]
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  4. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992. "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 992-1026, October. [Downloadable!] (restricted)
  5. Sunder, Shyam, 1992. "Market for Information: Experimental Evidence," Econometrica, Econometric Society, vol. 60(3), pages 667-95, May. [Downloadable!] (restricted)
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  6. Banerjee, Abhijit V, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, MIT Press, vol. 107(3), pages 797-817, August. [Downloadable!] (restricted)
  7. Steffen Huck & Joerg Oechssler, 1999. "Informational cascades in the laboratory: Do they occur for the right reasons?," Experimental 9901001, EconWPA. [Downloadable!]
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  8. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
  9. Copeland, Thomas E & Friedman, Daniel, 1991. " Partial Revelation of Information in Experimental Asset Markets," Journal of Finance, American Finance Association, vol. 46(1), pages 265-95, March. [Downloadable!] (restricted)
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  1. C. Oberhammer & A. Stiehler, . "Does Cascade Behavior in Information Cascades Reflect Bayesian Updating?," Sonderforschungsbereich 373 2001-32, Humboldt Universitaet Berlin.
  2. Shunichiro Sasaki, 2005. "Signal Qualities, Order of Decisions, and Informational Cascades: Experimental Evidence," Economics Bulletin, Economics Bulletin, vol. 3(34), pages 1-11. [Downloadable!]
  3. Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series 18-03, Department of Economics, UC Santa Barbara. [Downloadable!]
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