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Field
Trial Title
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Before
Social interactions and asset price bubbles
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After
Social interactions and asset pricing bubbles
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Field
Trial Status
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Before
in_development
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After
completed
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Field
Last Published
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Before
July 17, 2019 03:28 AM
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After
August 12, 2019 05:53 AM
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Field
Study Withdrawn
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Before
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After
No
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Field
Intervention Completion Date
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Before
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After
August 01, 2019
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Field
Data Collection Complete
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Before
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After
Yes
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Field
Final Sample Size: Number of Clusters (Unit of Randomization)
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Before
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After
21 markets
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Field
Was attrition correlated with treatment status?
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Before
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After
No
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Field
Final Sample Size: Total Number of Observations
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Before
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After
21 markets with 9 students per market
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Field
Final Sample Size (or Number of Clusters) by Treatment Arms
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Before
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After
11 social interactions markets, 10 control markets
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Field
Data Collection Completion Date
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Before
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After
August 01, 2019
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Field
Intervention (Public)
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Before
The experimental design follows the bubble game experiment by Caginalp et al. (2001) and Andrade et al. (2016).
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After
The experimental design follows the bubble game experiment by Caginalp et al. (2001), which was also used by Andrade et al. (2016).
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Field
Experimental Design (Public)
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Before
The experimental design follows the bubble game experiment by Caginalp et al. (2001) and Andrade et al. (2016).
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After
The experimental design follows the bubble game experiment by Caginalp et al. (2001), which was also used by Andrade et al. (2016).
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Field
Intervention (Hidden)
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Before
With the help of this randomized controlled experiment, we intend to investigate the influence of social interactions on asset markets. The study will provide an empirical test of the hypothesis that social interactions increase asset price bubbles. The experimental design follows the bubble game experiment by Caginalp et al. (2001) and Andrade et al. (2016) with a critical variation: Different from Andrade et al. (2016) the treatment condition will not make use of videos shown to investors, but instead allow investors within the market to interact with each other using typical social media features such as likes. Thus, while the control condition replicates the standard bubble game by Caginalp et al. (2001), the treatment condition additionally allows participants to like the trades of their peers with typical social media features.
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After
With the help of this randomized controlled experiment, we intend to investigate the influence of social interactions on asset markets. The study will provide an empirical test of the hypothesis that social interactions increase asset pricing bubbles. The experimental design follows the bubble game experiment by Caginalp et al. (2001) and Andrade et al. (2016). In our treatment condition, we allow participants to interact with each other. In the control condition however, participants may not engage in any social interation.
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