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Christoph, Huber ; Florian, Lindner ; Julia, Rose ; Jurgen, Huber ; Michael, Kirchler ; Florian, Lindner ; Julia, Rose ; Utz, Weitzel ; Christoph, Huber ; Utz, Weitzel. (2019) Bubbles and Financial Professionals.
In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2018_09.
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Online Appendix A Additional Figures and Tables Table A1: Treatment parameterization in both experiments: This table outlines model parameters across the different treatments. Similar to Smith et al. (2014) and Holt et al. (2017), assets pay dividends of either 1.2 or 1.6 Taler with equal probability at the end of each period. Additionally, interest of 5% is paid on cash holdings at the end of a period but before dividends are added. The expected dividend return is equal to the interest rate on cash at 5% (1.4 divided by 28) and therefore the asset’s risk-neutral fundamental value FV is constant at 28 in all periods. An additional income of 100 Taler from an exogenous source is paid to each subject at the beginning of each period in two treatments. CA-Ratio stands for the cash to asset-value ratio in the respective periods 1/10/20 (i.e., total cash divided by the product of the number of shares outstanding and the FV of 28).
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