Overpricing and stake size: On the robustness of results from experimental asset markets

May 1, 2017·
Martin G Kocher
,
Peter Martinsson
,
David Schindler
· 1 min read
Type
Publication
Economics Letters

Abstract

We assess the effects of a stake size variation on experimental asset markets. Our results show that a fivefold increase in stake size leads to higher trading frequencies. Mispricing and overpricing, however, are not fundamentally different for different stake sizes.