Gender and bubbles in experimental markets with positive and negative expectation feedback

Gender and bubbles in experimental markets with positive and negative expectation feedback

We investigate the effect of gender on the price deviation (bubble) from the fundamental value in a learning-to-forecast experiment. Our results show that gender plays a more prominent role in markets with positive expectation feedback than in markets with negative feedback. In both types of markets...

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Main Authors: Lu, Zhou, Bao, Te, Yu, Xiaohua
Other Authors: School of Social Sciences
Format: Article
Language:English
Published: 2022
Subjects:
Social sciences::Economic theory
Gender Difference
Asset Pricing
Online Access:https://hdl.handle.net/10356/161080
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-1610802022-08-15T02:35:30Z Gender and bubbles in experimental markets with positive and negative expectation feedback Lu, Zhou Bao, Te Yu, Xiaohua School of Social Sciences NTU-Webank Research Centre on FinTech Social sciences::Economic theory Gender Difference Asset Pricing We investigate the effect of gender on the price deviation (bubble) from the fundamental value in a learning-to-forecast experiment. Our results show that gender plays a more prominent role in markets with positive expectation feedback than in markets with negative feedback. In both types of markets, market prices tend to depart more from the fundamental values when there are more male participants in the market. Ministry of Education (MOE) Nanyang Technological University Financial support from Tier 1 Grant from MOE of Sincapore (RG69/16) and NTU-WeBank JRC (NWJ-2020-003) and National Science Foundation of China (No. 71803201, No. 71773013, and No. 71873149) is gratefully acknowledged. 2022-08-15T02:35:30Z 2022-08-15T02:35:30Z 2021 Journal Article Lu, Z., Bao, T. & Yu, X. (2021). Gender and bubbles in experimental markets with positive and negative expectation feedback. Computational Economics, 57(4), 1307-1326. https://dx.doi.org/10.1007/s10614-020-10020-6 0927-7099 https://hdl.handle.net/10356/161080 10.1007/s10614-020-10020-6 2-s2.0-85088498168 4 57 1307 1326 en RG69/16 NWJ-2020-003 Computational Economics © 2020 Springer Science+Business Media, LLC, part of Springer Nature. All rights reserved.
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic Social sciences::Economic theory
Gender Difference
Asset Pricing
spellingShingle Social sciences::Economic theory
Gender Difference
Asset Pricing
Lu, Zhou
Bao, Te
Yu, Xiaohua
Gender and bubbles in experimental markets with positive and negative expectation feedback
description We investigate the effect of gender on the price deviation (bubble) from the fundamental value in a learning-to-forecast experiment. Our results show that gender plays a more prominent role in markets with positive expectation feedback than in markets with negative feedback. In both types of markets, market prices tend to depart more from the fundamental values when there are more male participants in the market.
author2 School of Social Sciences
author_facet School of Social Sciences
Lu, Zhou
Bao, Te
Yu, Xiaohua
format Article
author Lu, Zhou
Bao, Te
Yu, Xiaohua
author_sort Lu, Zhou
title Gender and bubbles in experimental markets with positive and negative expectation feedback
title_short Gender and bubbles in experimental markets with positive and negative expectation feedback
title_full Gender and bubbles in experimental markets with positive and negative expectation feedback
title_fullStr Gender and bubbles in experimental markets with positive and negative expectation feedback
title_full_unstemmed Gender and bubbles in experimental markets with positive and negative expectation feedback
title_sort gender and bubbles in experimental markets with positive and negative expectation feedback
publishDate 2022
url https://hdl.handle.net/10356/161080
_version_ 1743119522502541312

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