Tseng, Jie-Jun; Lin, Chih-Hao; Lin, Chih-Ting; Wang, … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1699-1707
Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which allows us to reconstruct transaction networks among traders....