Unleashing animal spirits: Self-control and overpricing in experimental asset markets

Author(s)
Martin Kocher, Konstantin E. Lucks, David Schindler
Abstract

One explanation for overpricing on asset markets is a lack of traders' self-control. We implement the first experiment to address the causal relationship between self-control and systematic overpricing on financial markets. Our setup detects some of the channels through which low individual self-control could transmit into irrational exuberance in markets. Our data indicate a large direct effect of reduced self-control on market overpricing. Low selfcontrol traders report stronger emotions after the market.

Organisation(s)
Department of Economics, Vienna Center for Experimental Economics
External organisation(s)
Ludwig-Maximilians-Universität München, Tilburg University
Journal
The Review of Financial Studies
Volume
32
Pages
2149-2178
No. of pages
30
ISSN
0893-9454
DOI
https://doi.org/10.1093/rfs/hhy109
Publication date
06-2019
Peer reviewed
Yes
Austrian Fields of Science 2012
502045 Behavioural economics, 502057 Experimental economics, 502021 Microeconomics
Keywords
ASJC Scopus subject areas
Economics and Econometrics, Accounting, Finance
Portal url
https://ucrisportal.univie.ac.at/en/publications/1102cb01-7ef0-4f8a-8c2f-24ac7ced2859