Main content

Home

Menu

Loading wiki pages...

View
Wiki Version:
### Design-features of bubble-prone experimental asset markets with a constant FV Christoph Huber, Parampreet Christopher Bindra, Daniel Kleinlercher --- #### Data Analysis: These files should provide researchers with the possibility to replicate each result, table, and figure in the related manuscript and appendix. The analyses were conducted with Stata 15. `analysis.do` includes all analyses reported in the main paper and the appendix. `prices.csv` and `prices.dta` include variables such as Price, Relative deviation, Bid-Ask spread, etc. on a PERIOD-level for each treatment and each market. `subjects.csv` and `subjecs.dta` include SUBJECT-level variables such as their individual price forecasts (MPguess), asset and cash holdings, as well as demographic characteristics - also on a Period-level for each treatment and each market. Raw data files are available upon request. ---
OSF does not support the use of Internet Explorer. For optimal performance, please switch to another browser.
Accept
This website relies on cookies to help provide a better user experience. By clicking Accept or continuing to use the site, you agree. For more information, see our Privacy Policy and information on cookie use.
Accept
×

Start managing your projects on the OSF today.

Free and easy to use, the Open Science Framework supports the entire research lifecycle: planning, execution, reporting, archiving, and discovery.