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The PDF published here is almost identical to the published version. On this page you can find data, codes and instructions. Citation: Gortner, Paul and Joël J. Van der Weele. 2019. Peer effects and risk sharing in experimental asset markets, European Economic Review, 116, 129-147. Link to published version: https://www.sciencedirect.com/science/article/pii/S0014292119300571