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Simultaneous versus sequential information processing

Author

Listed:
  • Hoffman, Ross M.
  • Kagel, John H.
  • Levin, Dan

Abstract

Subjects update prior information simultaneously versus sequentially. The mean prediction is remarkably close to the correct Bayesian estimate with simultaneous information, but differs significantly conditional on whether good news precedes bad news or vice versa.

Suggested Citation

  • Hoffman, Ross M. & Kagel, John H. & Levin, Dan, 2011. "Simultaneous versus sequential information processing," Economics Letters, Elsevier, vol. 112(1), pages 16-18, July.
    • Handle: RePEc:eee:ecolet:v:112:y:2011:i:1:p:16-18
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    Citations

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    Cited by:

    1. François Poinas & Julie Rosaz & Béatrice Roussillon, 2012. "Updating beliefs with imperfect signals: Experimental evidence," Journal of Risk and Uncertainty, Springer, vol. 44(3), pages 219-241, June.
    2. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier l’Haridon & Chen Li, 2018. "The Effect of Learning on Ambiguity Attitudes," Management Science, INFORMS, vol. 64(5), pages 2181-2198, May.
    3. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier L'Haridon & Author-Name: Chen Li, 2013. "Learning under ambiguity: An experiment using initial public offerings on a stock market," Economics Working Paper Archive (University of Rennes & University of Caen) 201331, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.

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