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Asset price expectations during the financial crash of the Covid-19 pandemic

We measure daily price expectations about the share prices of six well-known publicly traded companies in the U.S. in an incentivized online experiment for a period of three months. Coincidentally, our experiment started on 19/02/2020, just one day before the start of the stock market crash triggered by the Covid-19 pandemic. Our experiment will provide unique data which may help our understanding of how expectations are formed and adapt during periods of extreme volatility.

Lead investigator:

Carlos Cueva

Affiliation:

Universidad de Alicante

Primary topic:

Attitudes, media & governance

Secondary topic:

Prices & interest rates

Region of data collection:

Europe

Country of data collection

Spain

Status of data collection

In Progress

Type of data being collected:

Publicly available

Unit of real-time data collection

Firms

Start date

2/2020

End date

5/2020

Frequency

Daily