The following data was used in Baars/Mohrschladt (2024) to examine whether individuals have a preference for stocks with high maximum daily returns: experimental data

The following data was used in Mohrschladt/Baars/Langer (2023) to examine individual belief updating beyond the two-state setting: experimental data

The following file contains monthly long-short returns based on momentum MOM, high-to-price HTP, and price-to-high PTH as introduced in Büsing/Mohrschladt/Siedhoff (2022): long-short returns

The following file contains monthly long-short returns based on the two chronological return ordering measures CRO_M and CRO_A as introduced in Mohrschladt (2021): long-short returns

The following file contains the experimental raw data used in Baars/Cordes/Mohrschladt (2020): experimental data