Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements

DOI10.1016/j.ejor.2018.06.024zbMath1403.91155OpenAlexW2809515140WikidataQ55228831 ScholiaQ55228831MaRDI QIDQ1991144

Eng-Tuck Cheah, David C. J. McDonald, Chung-Ching Tai, Ming-Chien Sung, Johnnie E. V. Johnson

Publication date: 30 October 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/421405/1/1_s2.0_S0377221718305575_main.pdf

zbMATH Keywords

forecastingprediction marketsprice signalsover-reaction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Microeconomic theory (price theory and economic markets) (91B24)

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