Bellemare, Charles; Krause, Michaela; Kröger, Sabine; … - Centre Interuniversitaire sur le Risque, les Politiques … - 2004
We experimentally disentangle the effect of information dissemination from the effect of the time horizon on the investment behavior of a myopically loss averse investor. Our findings show that varying the information condition only suffices to induce behavior that is in line with the hypothesis...