Price errors from thin markets and their corrections: studies based on Taiwan's political futures markets

DOI10.1108/S0731-9053(2009)0000024004MaRDI QIDQ3573010zbMATHFDO

Authors Shu-Heng Chen, Wei-Shao Wu

Publication date 30 June 2010

Published in Advances in Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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(1)

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

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