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<h3>Design-features of bubble-prone experimental asset markets with a constant FV</h3> <p>Christoph Huber, Parampreet Christopher Bindra, Daniel Kleinlercher</p> <hr> <h4>Data Analysis:</h4> <p>These files should provide researchers with the possibility to replicate each result, table, and figure in the related manuscript and appendix.</p> <p>The analyses were conducted with Stata 15.</p> <p><code><a href="http://analysis.do" rel="nofollow">analysis.do</a></code> includes all analyses reported in the main paper and the appendix.</p> <p><code>prices.csv</code> and <code>prices.dta</code> include variables such as Price, Relative deviation, Bid-Ask spread, etc. on a PERIOD-level for each treatment and each market.</p> <p><code>subjects.csv</code> and <code>subjecs.dta</code> 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.</p> <p>Raw data files are available upon request.</p> <hr>
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