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The relevance of thinking-by-analogy for investors' willingness-to-pay: An experimental study
Journal article   Peer reviewed

The relevance of thinking-by-analogy for investors' willingness-to-pay: An experimental study

Hammad Siddiqi
Journal of Economic Psychology, Vol.33(1), pp.19-29
2012
url
https://doi.org/10.1016/j.joep.2011.08.008View
Published Version

Abstract

asset pricing call option coarse thinking cognitive psychology thinking-by-analogy
People tend to think by analogies. We investigate whether thinking-by-analogy matters for investors' willingness-to-pay for a risky asset in a laboratory experiment. We find that thinking-by-analogy has a strong influence when the assets in question have similar (but not identical) payoffs. The hypothesis of thinking-by-analogy or coarse thinking clearly outperforms other hypotheses including the hypothesis of arbitrage-free or rational pricing. When the similarity between the payoffs is reduced, the risk neutral and risk averse hypotheses outperform the hypothesis of thinking-by-analogy. Regardless of the similarity between the payoffs, the arbitrage-free or rational pricing remains the hypothesis with the worst performance. © 2011 Elsevier B.V.

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Economics
Psychology, Multidisciplinary

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#10 Reduced Inequalities

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