Published September 11, 2019 | Version v1
Dataset Open

Does Investor Risk Perception Drive Asset Prices in Markets? Experimental Evidence.

Authors/Creators

  • 1. University of Innsbruck
  • 2. University of Graz
  • 3. Radboud University

Description

Extract the .zip-file into one folder (sub-folders for the raw data will be created). Then run the GIMS_DataAnalysis.R for the main results, GIMS_DataAnalysis_Return.R for the RETURN results, GIMS_DataAnalysis_2Assets.R for the EXPERIENCE results, and GIMS_DataAnalysis_2Markets.R for the 2MARKETS results.

Files

Data_and_Analysis_Script.zip

Files (2.6 MB)

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Additional details

Related works

Is supplement to
Journal article: 10.1016/j.jbankfin.2019.105635 (DOI)

Funding

FWF Austrian Science Fund
Vertrauensgüter, Anreize und Verhalten F 63
FWF Austrian Science Fund
Market Efficiency and Financial Market Regulations - An Experimental Approach Y 617