Statistical properties of an experimental political futures market

DOI10.1080/14697680701447482zbMath1171.91335arXivphysics/0503176OpenAlexW2129477071MaRDI QIDQ3182644

S. C. Wang, Shu-Heng Che, Chung-Ching Tai, Sai-Ping Li

Publication date: 12 October 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0503176

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• A simple general approach to inference about the tail of a distribution
• How to make a Hill plot.
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS

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