Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122013492> ?p ?o ?g. }
- W3122013492 endingPage "29" @default.
- W3122013492 startingPage "1" @default.
- W3122013492 abstract "We examine transaction-level data from Intrade's 2012 presidential winner market for the entire two-year period for which trading occurred. The data allow us to compute key statistics, including volume, transactions, aggression, directional exposure, holding duration, margin, and profit for each of 6,300 unique trader accounts. We identify a diverse set of trading strategies that constitute a rich market ecology. These range from arbitrage-based strategies with low and fleeting directional exposure to strategies involving large accumulated positions in one of the two major party candidates. Most traders who make directional bets do so consistently in a single direction, unlike the information traders in some canonical models of market microstructure. We present evidence suggestive of manipulation by a single large trader, and consider the possible motives for such behavior. Broader implications for the interpretation of prices in financial markets and the theory of market microstructure are drawn." @default.
- W3122013492 created "2021-02-01" @default.
- W3122013492 creator A5054707908 @default.
- W3122013492 creator A5065695849 @default.
- W3122013492 date "2016-09-20" @default.
- W3122013492 modified "2023-09-26" @default.
- W3122013492 title "Trading Strategies and Market Microstructure: Evidence from a Prediction Market" @default.
- W3122013492 cites W1499550068 @default.
- W3122013492 cites W1562641473 @default.
- W3122013492 cites W1596149372 @default.
- W3122013492 cites W1966977762 @default.
- W3122013492 cites W1967339862 @default.
- W3122013492 cites W1970142179 @default.
- W3122013492 cites W1975676844 @default.
- W3122013492 cites W1978574164 @default.
- W3122013492 cites W1980132109 @default.
- W3122013492 cites W1983659553 @default.
- W3122013492 cites W1985808284 @default.
- W3122013492 cites W1986431494 @default.
- W3122013492 cites W1996156133 @default.
- W3122013492 cites W1999439403 @default.
- W3122013492 cites W2006553348 @default.
- W3122013492 cites W2012679794 @default.
- W3122013492 cites W2013104401 @default.
- W3122013492 cites W2031796872 @default.
- W3122013492 cites W2041963608 @default.
- W3122013492 cites W2050031929 @default.
- W3122013492 cites W2057970462 @default.
- W3122013492 cites W2066438821 @default.
- W3122013492 cites W2094392844 @default.
- W3122013492 cites W2099193112 @default.
- W3122013492 cites W2112490723 @default.
- W3122013492 cites W2121606993 @default.
- W3122013492 cites W2126478564 @default.
- W3122013492 cites W2128583885 @default.
- W3122013492 cites W2145148619 @default.
- W3122013492 cites W2150160077 @default.
- W3122013492 cites W2156905737 @default.
- W3122013492 cites W2160536419 @default.
- W3122013492 cites W2184747980 @default.
- W3122013492 cites W2545455563 @default.
- W3122013492 cites W2605686234 @default.
- W3122013492 cites W3094648865 @default.
- W3122013492 cites W3121654897 @default.
- W3122013492 cites W3121806345 @default.
- W3122013492 cites W3122464106 @default.
- W3122013492 cites W3122597312 @default.
- W3122013492 cites W3123153611 @default.
- W3122013492 cites W3123195209 @default.
- W3122013492 cites W632212140 @default.
- W3122013492 cites W9424163 @default.
- W3122013492 cites W3121494327 @default.
- W3122013492 doi "https://doi.org/10.5750/jpm.v10i1.1179" @default.
- W3122013492 hasPublicationYear "2016" @default.
- W3122013492 type Work @default.
- W3122013492 sameAs 3122013492 @default.
- W3122013492 citedByCount "19" @default.
- W3122013492 countsByYear W31220134922014 @default.
- W3122013492 countsByYear W31220134922016 @default.
- W3122013492 countsByYear W31220134922017 @default.
- W3122013492 countsByYear W31220134922018 @default.
- W3122013492 countsByYear W31220134922019 @default.
- W3122013492 countsByYear W31220134922020 @default.
- W3122013492 countsByYear W31220134922021 @default.
- W3122013492 countsByYear W31220134922023 @default.
- W3122013492 crossrefType "journal-article" @default.
- W3122013492 hasAuthorship W3122013492A5054707908 @default.
- W3122013492 hasAuthorship W3122013492A5065695849 @default.
- W3122013492 hasConcept C10138342 @default.
- W3122013492 hasConcept C106159729 @default.
- W3122013492 hasConcept C119857082 @default.
- W3122013492 hasConcept C131562839 @default.
- W3122013492 hasConcept C149782125 @default.
- W3122013492 hasConcept C160623529 @default.
- W3122013492 hasConcept C162324750 @default.
- W3122013492 hasConcept C175444787 @default.
- W3122013492 hasConcept C182306322 @default.
- W3122013492 hasConcept C19244329 @default.
- W3122013492 hasConcept C199360897 @default.
- W3122013492 hasConcept C41008148 @default.
- W3122013492 hasConcept C51926234 @default.
- W3122013492 hasConcept C75949130 @default.
- W3122013492 hasConcept C774472 @default.
- W3122013492 hasConcept C78508483 @default.
- W3122013492 hasConceptScore W3122013492C10138342 @default.
- W3122013492 hasConceptScore W3122013492C106159729 @default.
- W3122013492 hasConceptScore W3122013492C119857082 @default.
- W3122013492 hasConceptScore W3122013492C131562839 @default.
- W3122013492 hasConceptScore W3122013492C149782125 @default.
- W3122013492 hasConceptScore W3122013492C160623529 @default.
- W3122013492 hasConceptScore W3122013492C162324750 @default.
- W3122013492 hasConceptScore W3122013492C175444787 @default.
- W3122013492 hasConceptScore W3122013492C182306322 @default.
- W3122013492 hasConceptScore W3122013492C19244329 @default.
- W3122013492 hasConceptScore W3122013492C199360897 @default.
- W3122013492 hasConceptScore W3122013492C41008148 @default.
- W3122013492 hasConceptScore W3122013492C51926234 @default.
- W3122013492 hasConceptScore W3122013492C75949130 @default.