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When are prediction market prices most informative?

Brown, Alasdair; Reade, J. James; Vaughan Williams, Leighton - In: International journal of forecasting 35 (2019) 1, pp. 420-428

Persistent link: https://www.econbiz.de/10012300667

Prediction markets and poll releases : when are prices most informative?

Brown, Alasdair; Reade, J. James; Vaughan Williams, Leighton - 2018

Persistent link: https://www.econbiz.de/10011988144

Technical trading rules in Australian financial markets

Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75

Persistent link: https://www.econbiz.de/10010421595

Who inflates the bubble? : forecasters and traders in experimental asset markets

Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012501308

Gold-to-platinum price ratio and the predictability of bubbles in financial markets

Demirer, Rıza; Gabauer, David; Gupta, Rangan; Nielsen, … - 2023

Persistent link: https://www.econbiz.de/10014287801

Hurst Dynamics of S&P500 Returns : Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability

Vogl, Markus; Roetzel, Peter Gordon - 2021

In this study, we apply a rolling window approach to wavelet-filtered (denoised) S&P500 returns (2000–2020) to obtain time varying Hurst exponents. We analyse the dynamics of the Hurst exponents by applying statistical tests (e.g., for stationarity, Gaussianity and self-similarity), a...

Persistent link: https://www.econbiz.de/10013229642