Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets
通过资产市场实验发现，女性交易者比例越高，投机性价格泡沫越小；混合性别市场泡沫大小居中。对金融市场和实验方法有启示。
Do women and men behave differently in financial asset markets? Our results from an asset market experiment show a marked gender difference in producing speculative price bubbles. Mixed markets show intermediate values, and a meta-analysis of 35 markets from different studies confirms the inverse relationship between the magnitude of price bubbles and the frequency of female traders in the market. Women's price forecasts also are significantly lower, even in the first period. Implications for financial markets and experimental methodology are discussed.