If you think you're not getting enough exercise you probably are

And if you think you are getting enough exercise you probably are. Or something like that.

Overcoming Bias has this post on "Mind-Set Matters: Exercise and the Placebo Effect" by Harvard psychologists Alia J. Crum and Ellen J. Langer.

If the result was no placebo effect I wonder if it would be publishable.

It's interesting that the subjects reported no change in behavior. It's all in their head.