Overpricing and stake size: On the robustness of results from experimental asset markets

- We assess the effects of a stake size variation on experimental asset markets.
- Our results show that a fivefold increase in stake size leads to higher trading frequencies.
- Mispricing and overpricing, however, are not fundamentally different for different stake sizes.

We assess the effects of a stake size variation on experimental asset markets. Our results show that a fivefold increase in stake size leads to higher trading frequencies. Mispricing and overpricing, however, are not fundamentally different for different stake sizes.