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Ambiguity aversion and value uncertainty generate an endowment effect
Swedish Defence University, Department of War Studies, Joint Warfare Division. Department of Economics, Lund University, Lund, Sweden: The Institute for Futures Studies, Stockholm, Sweden. (Centrum för Krigsspel)ORCID iD: 0000-0003-3459-9405
Department of Philosophy and Cognitive Science, Lund University, Lund, Sweden, (SWE).
2025 (English)In: Theory and Decision, ISSN 0040-5833, E-ISSN 1573-7187, Vol. 99, p. 735-744Article in journal (Refereed) Published
Abstract [en]

We show how the endowment effect can be interpreted in terms of ambiguity aversion. Agentstake status quo as their reference point, relative to which they evaluate potential trades. The valueof an exchanged good is ambiguous, represented by a set of probability distributions overpossible values. Agents are ambiguity averse, modeled as maxmin expected utility maximisers.Hence, for any given price, sellers focus on the case of a high value good, and buyers focus onthe case of a low value good. Consequently, the sellers’ willingness to accept (WTA) is inflatedand buyers’ willingness to pay (WTP) is deflated, resulting in an endowment effect. Assumingthat agents incorporate new information via Bayesian updating of the set of priors, we show thatinformation decreases the WTP–WTA gap. In this way our model can account for the empiricalfacts that the endowment effect is mitigated by physical contact with the good, decreasing inexperience, larger for non-market goods, and more dependent on possession of the good than onownership.

Place, publisher, year, edition, pages
2025. Vol. 99, p. 735-744
Keywords [en]
Endowment effect, WTP-WTA gap, Value uncertainty, Ambiguity aversion
National Category
Economics
Research subject
War Studies
Identifiers
URN: urn:nbn:se:fhs:diva-14108DOI: 10.1007/s11238-025-10054-yOAI: oai:DiVA.org:fhs-14108DiVA, id: diva2:2001956
Funder
Knut and Alice Wallenberg Foundation, Wallenberg Academy Fellowship 2016-0156Swedish Research Council, 2019-02612Lund UniversityAvailable from: 2025-09-29 Created: 2025-09-29 Last updated: 2025-11-27Bibliographically approved

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Mohlin, Erik

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CiteExportLink to record
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  • apa
  • harvard-cite-them-right
  • ieee
  • modern-language-association-8th-edition
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Language
  • de-DE
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  • sv-SE
  • Other locale
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Output format
  • html
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