The Role of Pre-play Learning in Understanding and Eliminating the Preference Reversal Phenomenon

Kim, Younjun; Hoffman, Elizabeth

WP #15015, September 2015

The preference reversal phenomenon is an iconic empirical puzzle in decision theory: inconsistent preference rankings for and pricing of a low-payoff, high-probability lottery and a high-payoff, low-probability lottery.  The preference reversal phenomenon has long challenged standard economic theory.  We test whether pre-play learning removes preference reversals.  Pre-play learning denotes ex-ante lottery learning, where subjects observe playing lotteries before making decisions.  In our experiment, we find that, with pre-play learning, subjects indicate minimum willingness to sell prices for lotteries consistent with their choices, suggesting that pre-play learning removes preference reversals.