Hidden Skewness

22 Pages Posted: 16 Aug 2010

See all articles by Ludwig Ensthaler

Ludwig Ensthaler

Humboldt University of Berlin - School of Business and Economics; German Institute for Economic Research (DIW Berlin)

Olga Nottmeyer

IZA Institute of Labor Economics; German Institute for Economic Research (DIW Berlin)

Georg Weizsacker

Humboldt University Berlin; DIW Berlin

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Abstract

We provide laboratory evidence that people neglect skewness resulting from compound shocks.

Keywords: skewness, belief biases, binomial tree

JEL Classification: C91, D03

Suggested Citation

Ensthaler, Ludwig and Nottmeyer, Olga and Weizsacker, Georg, Hidden Skewness. IZA Discussion Paper No. 5109. Available at SSRN: https://ssrn.com/abstract=1659088

Ludwig Ensthaler (Contact Author)

Humboldt University of Berlin - School of Business and Economics ( email )

Spandauer Str. 1
Berlin, D-10099
Germany

German Institute for Economic Research (DIW Berlin) ( email )

Mohrenstraße 58
Berlin, 10117
Germany

Olga Nottmeyer

IZA Institute of Labor Economics ( email )

P.O. Box 7240
Bonn, D-53072
Germany

German Institute for Economic Research (DIW Berlin) ( email )

Mohrenstraße 58
Berlin, 10117
Germany

Georg Weizsacker

Humboldt University Berlin ( email )

Spandauer Str. 1
Berlin, D-10099
Germany

DIW Berlin

Mohrenstr. 58
Berlin
Germany

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