This idea is described in 'Why Smart People Make Big Money Mistakes and How to Correct Them', by Gary Belsky & Thomas Gilovich:

The core idea... is not particularly uplifting: You're probably not as smart as you think you are. Overconfidence is pervasive, even among people who presumably have good reason to think highly of themselves.

The classic example of this tendency is a 1981 survey of...

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