New journal article: Information Characteristics and Errors in Expectations: Experimental Evidence

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07/13/2017

CBS, Department of Economics Professor Morten Lau and colleagues have worked out a journal article in Journal of Financial and Quantitative Analysis with the title Information Characteristics and Errors in Expectations: Experimental Evidence where they design an experiment to test the hypothesis that, in violation of Bayes’ rule, some people respond more forcefully to the strength of information than to its weight.

You can read the full journal article here Information Characteristics and Errors in Expectations: Experimental Evidence

The page was last edited by: Department of Economics // 07/13/2017