Studies in informational price formation, prediction markets, and trading
This thesis is a collection of three separate studies -- but split into four chapters -- which address the underlying issues in the nature and dynamics of markets. The studies investigate price-formation in the presence of noisy asymmetric information flow to a synthetic market, the statistical beha...
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University College London (University of London)
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.746657 |