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 |
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Unit of real-time data collection |
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Start date |
2/2020 |
End date |
5/2020 |
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