Similar Search Results

Memoirs of an indifferent trader : estimating forecast distributions from prediction markets

Berg, Joyce E.; Geweke, John; Rietz, Thomas A. - In: Quantitative economics : QE ; journal of the … 1 (2010) 1, pp. 163-186

Prediction markets for future events are increasingly common and they often trade several contracts for the same event. This paper considers the distribution of a normative risk-neutral trader who, given any portfolio of contracts traded on the event, would choose not to reallocate that...

Persistent link: https://www.econbiz.de/10011719089

Ukrainekrieg : was sagen mehr als 8 Mio. Tweets?

Grebe, Moritz; Kandemir, Sinem; Tillmann, Peter - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 103 (2023) 7, pp. 500-502

We collect more than eight million German-language tweets on the war in Ukraine and use a machine learning approach toconstruct a daily index of uncertainty about the war. In an empirical model, we show that fluctuations in uncertainty have strong effectson financial markets and real economic...

Persistent link: https://www.econbiz.de/10014322511

Strategic trade when securitized portfolio values are unknown

Piccotti, Louis R. - In: Journal of banking & finance 115 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012489199

Pretrial bargaining with asymmetric information : unilateral versus bilateral payoff relevance

Farmer, Amy; Pecorino, Paul - In: Southern economic journal 77 (2010) 2, pp. 369-384

Persistent link: https://www.econbiz.de/10008735726

Simple bets to elicit private signals

Baillon, Aurélien; Xu, Yan - In: Theoretical economics : TE ; an open access journal in … 16 (2021) 3, pp. 777-797

This paper introduces two simple betting mechanisms, Top-Flop and Threshold betting, to elicit unverifiable information from crowds. Agents are offered bets on the rating of an item about which they received a private signal versus that of a random item. We characterize conditions for the chosen...

Persistent link: https://www.econbiz.de/10012806279

Does affirmative action lead to mismatch? : a new test and evidence

Arcidiacono, Peter; Aucejo, Esteban; Fang, Hanming; … - In: Quantitative economics : QE ; journal of the … 2 (2011) 3, pp. 303-333

We argue that once we take into account the students’ rational enrollment decisions, mismatch in the sense that the intended beneficiaries of affirmative action admission policies are made worse off ex ante can only occur if selective universities possess private information. Ex ante mismatch...

Persistent link: https://www.econbiz.de/10011756332

Cheap talk with transparent and monotone motives from a seller to an informed buyer

Jung, Jeahan; Kim, Jeong-yoo - In: Games 15 (2024) 23, pp. 1-20

We develop a model of cheap talk with transparent and monotone motives from a seller to an informed buyer. By transparent and monotone motives, we mean that the seller's preference does not depend on the state of the world and is increasing in the choice(s) of the buyer regardless of the state...

Persistent link: https://www.econbiz.de/10014636246

Financial liquidity as a factor determining the economic condition of companies on the capital market in relation to bankruptcy law in Poland

Bolek, Monika; Gniadkowska-Szymańska, Agata - In: E-Finanse : finansowy kwartalnik internetowy 15 (2019) 1, pp. 1-9

The aim of this article is to present financial liquidity as a factor affecting the economic condition of the companies … impact of liquidity on the increase in earnings per share and return on assets, indicators can be used to assess the economic … liquidity results in an increase in the value of an economic entity and, therefore, its good economic condition, but the effect …

Persistent link: https://www.econbiz.de/10011993141

"Chicago mercantile exchange bitcoin futures : volatility, liquidity and margin"

Luft, Carl F.; Lee, Jin Man; Choi, Jin W. - In: Spoudai : journal of economics and business 69 (2019) 3, pp. 55-74

dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … compared to other assets. When the ratio of trading volume over open interest is used to measure liquidity, the bitcoin futures … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that …

Persistent link: https://www.econbiz.de/10012172784

Investor biases in Japan: another pathology of Keiretsu

Hiraki, Takato; Ito, Akitoshi - In: Pacific-Basin finance journal 17 (2009) 1, pp. 100-124

Persistent link: https://www.econbiz.de/10003800557

1
2
3
4
5
6
7
8
9
10
Next
Last