Hidden vs. known gender effects in experimental asset markets Academic Article uri icon


  • 2017 Elsevier B.V. Eckel and Fllbrunn (2015) report a striking gender effect in experimental asset markets: Markets with only men produce substantial price bubbles while markets with only women sometimes produce negative bubbles. A possible explanation might be that common expectations about the behavior of men and women in a market drive the bubble formation. If we take away these common expectations, male/female differences might be reduced. Hence, we reran this experiment hiding the single-sex composition of the markets. We find no significant difference between all-male and all-female markets, providing evidence that common expectations play a role in bubble formation.

published proceedings


altmetric score

  • 3

author list (cited authors)

  • Eckel, C. C., & Fullbrunn, S. C.

citation count

  • 13

complete list of authors

  • Eckel, Catherine C||Fullbrunn, Sascha C

publication date

  • July 2017