Ny tidsskriftsartikel: Information Characteristics and Errors in Expectations: Experimental Evidence

CBS, Økonomisk Institut ved Professor Morten Lau og kolleger har udarbejdet en tidsskriftsartikel i Journal of Financial and Quantitative Analysis med titlen Information Characteristics and Errors in Expectations: Experimental Evidence hvor de (på engelsk) 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.

Du kan læse hele tidsskriftsartiklen her Information Characteristics and Errors in Expectations: Experimental Evidence