Michael Shremer in Scientific American:
Clearly, luck is a state of mind. Is it more than that? To explore this question scientifically, experimental psychologist Richard Wiseman created a “luck lab” at the University of Hertfordshire in England. Wiseman began by testing whether those who believe they are lucky are actually more likely to win the lottery. He recruited 700 subjects who had intended to purchase lottery tickets to complete his luck questionnaire, which is a self-report scale that measures whether people consider themselves to be lucky or unlucky. Although lucky people were twice as confident as the unlucky ones that they would win the lottery, there was no difference in winnings.