Statistical properties of an experimental political futures market

SC Wang, SP Li, CC Tai, SH Che - Quantitative Finance, 2009 - Taylor & Francis
… many properties characteristic of real financial markets. If we consider a tournament as an
experiment, by observing changes in the statistical properties of the market observables with …

Statistical properties of an experimental political futures market

SC Wang, SP Li, CC Tai, SH Chen - arXiv preprint physics/0503176, 2005 - arxiv.org
… many properties characteristic of real financial markets. If we consider a tournament as an
experiment, by observing changes in the statistical properties of the market observables with …

[图书][B] Experimental asset markets: A survey

S Sunder - 1992 - degruyter.com
markets is a central theme in modern finance. Empirical observations about the brownian
motion-like statistical properties … authors attribute the lower efficiency of their futures markets to …

Statistical properties of agent-based models in markets with continuous double auction mechanism

JJ Tseng, CH Lin, CT Lin, SC Wang, SP Li - … A: Statistical Mechanics and its …, 2010 - Elsevier
statistical properties of these agent-based models and compare them with the results from our
web-based market experiments. … , Taiwan Political Exchange (TAIPEX), is a futures market

Price dynamics in political prediction markets

SR Majumder, D Diermeier, TA Rietz… - Proceedings of the …, 2009 - National Acad Sciences
… stock, foreign exchange, commodity spot and futures markets (27–… goal, we investigate the
statistical properties of the prices in the … Moreover, experimental economics evidence (42) and …

Information aggregation and manipulation in an experimental market

R Hanson, R Oprea, D Porter - Journal of Economic Behavior & …, 2006 - Elsevier
experiments designed to study the effect of manipulation on prices in a futures market and
suggests future … Therefore, in the statistical procedures reported, we focus on the properties of …

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

SH Chen, WS Wu - Measurement Error: Consequences, Applications …, 2009 - emerald.com
… specifically the two political futures markets considered in this … structure and some general
statistical properties of these data … from recent experiments on two political futures markets in …

11 Prediction markets

SH Chen, CY Tung, CC Tai, BT Chie… - Prediction Markets …, 2011 - books.google.com
… events, AI-ECON FX functions both as an experimental … a collection of 575 futures, which
belongs to 172 political events (see … that many familiar statistical properties generally existing in …

Will economics become an experimental science?

CR Plott - Southern Economic Journal, 1991 - JSTOR
… the properties of such creatures. Primarily the questions we measurement and about the
statistical properties … Do special market instruments exist (futures markets, options markets) that …

Emergence of scale-free networks in markets

JJ Tseng, SP Li, SH Chen, SC Wang - Advances in Complex …, 2009 - World Scientific
… Therefore, we conduct experiments for gathering real information about the trading behavior
… and Chen, SH, Statistical properties of an experimental political futures market, to appear in …