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Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
In: Research Papers.
RePEc:ecl:stabus:1854.

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  22. Using string invariants for prediction searching for optimal parameters. (2016). Bundzel, Marek ; Pinak, Richard ; Kasanick, Toma .
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  23. Risk aversion in prediction markets: A framed-field experiment. (2016). Comeig, Irene ; Boulu-Reshef, Béatrice ; Weiss, Gregory D ; Donze, Robert.
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    In: Dundee Discussion Papers in Economics.
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  26. SURPRISE ME IF YOU CAN: THE INFLUENCE OF NEWSPAPER ENDORSEMENTS IN U.S. PRESIDENTIAL ELECTIONS. (2016). Trindade, Andre ; Fawaz, Yarine ; Casas, Agustin .
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  31. Do prediction markets aid defenders in a weak-link contest?. (2015). Porter, David ; Deck, Cary ; Hao, LI.
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    RePEc:eee:jeborg:v:117:y:2015:i:c:p:248-258.

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  33. Victory or repudiation? Predicting winners in civil wars using international financial markets. (2015). OOSTERLINCK, Kim ; Weidenmier, Marc D ; Mitchener, Kris James ; Haber, Stephen.
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  38. ECONOMIC ANALYSIS OF KNOWLEDGE: THE HISTORY OF THOUGHT AND THE CENTRAL THEMES. (2015). Leppälä, Samuli ; Leppala, Samuli .
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  46. The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market. (2014). Choi, Darwin ; Hui, Sam K..
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  55. The Gates Hillman prediction market. (2013). Sandholm, Tuomas ; Othman, Abraham .
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  56. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview. (2013). Kitov, Oleg ; Hendry, David ; Castle, Jennifer.
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  57. Private Investor Participation and Commercialization Rates for Government-sponsored Research and Development: Would a Prediction Market Improve the Performance of the SBIR Programme?. (2013). Link, Albert N. ; Scott, John T. ; JohnT. Scott, .
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  58. The economics of options-implied inflation probability density functions. (2013). Wright, Jonathan H. ; Kitsul, Yuriy.
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  59. Affecting policy by manipulating prediction markets: Experimental evidence. (2013). Porter, David ; Lin, Shengle ; Deck, Cary.
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  60. Forecasting runoff elections using candidate evaluations from first round exit polls. (2013). Herrmann, Michael ; Schubel, Thomas ; Shikano, Susumu ; Munzert, Simon ; Selb, Peter .
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  61. Predicting box office with and without markets: Do internet users know anything?. (2013). Mckenzie, Jordi.
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  64. Predictive Markets: Ein vielversprechender Weg zur Verbesserung der Prognosequalität im Unternehmen?. (2012). Riekhof, Marie-Catherine ; Brinkhoff, Stefan .
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  81. How Prediction Markets Can Save Event Studies. (2011). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
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  83. Elections and political risk: New evidence from the 2008 Taiwanese Presidential Election. (2011). Shelton, Cameron ; Imai, Masami.
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  86. Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task. (2011). Graefe, Andreas ; Armstrong, J..
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  9. Hanson, Robin (2003) Combinatorial Information Market Design, Information Systems Frontiers, 5(1), 105-119.

  10. Heckman, James J. (1979) Sample Selection Bias as a Specification Error, Econometrica 47(1), 153-61.

  11. Leigh, Andrew and Justin Wolfers (2002), Three Tools for Forecasting Federal Elections: Lessons from 2001, Australian Journal of Political Science 37(2).
    Paper not yet in RePEc: Add citation now

  12. Leigh, Andrew, Justin Wolfers and Eric Zitzewitz (2003), What do Financial Markets Think of War in Iraq?, NBER Working Paper 9587.

  13. Looney, Robert (2003), DARPAs Policy Analysis Market for Intelligence: Outside the Box or Off the Wall, Strategic Insights, Vol. II Issue 9, September 2003.
    Paper not yet in RePEc: Add citation now
  14. Ortner, Gerhard (1998), Forecasting Markets - An Industrial Application, mimeo, Technical University of Vienna.
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  15. Pennock, David, Steve Lawrence, C. Lee Giles, and Finn Arup Nielsen (2001), The Real Power of Artifical Markets, Science, 291, 987-988.
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  16. Plott, Charles and Shyam Sunder, (1982), Efficiency of experimental security markets with insider information: An application of rational-expectations models, Journal of Political Economy, 90(4), 663-98.

  17. Plott, Charles and Shyam Sunder, (1988), Rational Expectations and The Aggregation of Diverse information in Laboratory Security Markets, Econometrica, 56, 1085-1118.

  18. Poteshman, Allen (2004), Unusual Option Market Activity and the Tenorist Attacks of September 11, 2001, mimeo, University of Illinois at Urbana-Champaign.
    Paper not yet in RePEc: Add citation now

  19. Rhode, Paul and Koleman Strumpf (2004), Historical Presidential Betting Markets, Journal of Economic Perspectives, Spring 2004.

  20. Rubenstein, Mark (1994), Implied Binomial Trees, Journal of Finance, 49, 771818.
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  21. Servan-Schreiber, Emile, Justin Wolfers, David Pennock and Brian Galebach (2004), Prediction Markets: Does Money Matter?, Electronic Markets 14:3, Fall 2004.

  22. Shiller, Robert (2003), The New Financial Order: Risk in the Twenty-first Century, Princeton University Press: Princeton, NJ.
    Paper not yet in RePEc: Add citation now

  23. Shleifer, Andrei and Robert Vishny (1997), The Limits of Arbitrage, Journal of Finance 52(1), 35-55.

  24. Slemrod, Joel and Timoth Greimel (1999), Did Steve Forbes Scare the Municipal Bond Market?, Journal of Public Economics, 74(1), 8 1-96.

  25. Spann, Martin and Bernd Skiera (2003), Internet-Based Virtual Stock Markets for Business Forecasting, Management Science, 49, 1310-1326.

  26. Strumpf, Koleman (2004), Manipulating the Iowa Political Stock Market, mimeo, University of North Carolina.
    Paper not yet in RePEc: Add citation now
  27. Tetlock, Paul (2004), How Efficient are Information Markets? Evidence from an Online Exchange, mimeo, Harvard University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Estimating the Parameters of Stochastic Volatility Models using Option Price Data. (2012). McClelland, Andrew ; Hurn, Stan ; Lindsay, Ken .
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2012_11.

    Full description at Econpapers || Download paper

  2. The 2007 emerging corn price surge revisited – Was it expected or a large surprise?. (2012). Schmitz, Jochen ; von Ledebur, Oliver.
    In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil.
    RePEc:ags:iaae12:123971.

    Full description at Econpapers || Download paper

  3. Consuming durable goods when stock markets jump: a strategic asset allocation approach. (2011). Amaro de Matos, João ; Silva, Nuno.
    In: GEMF Working Papers.
    RePEc:gmf:wpaper:2012-01.

    Full description at Econpapers || Download paper

  4. Do interest rate options contain information about excess returns?. (2011). Almeida, Caio ; Joslin, Scott ; Graveline, Jeremy J..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:35-44.

    Full description at Econpapers || Download paper

  5. Generalized parameter functions for option pricing. (2010). Charalambous, Chris ; Martzoukos, Spiros H. ; Andreou, Panayiotis C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:633-646.

    Full description at Econpapers || Download paper

  6. Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market. (2010). Remolona, Eli ; Loretan, Mico ; Kim, Don H..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:3:p:314-326.

    Full description at Econpapers || Download paper

  7. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2009). Blanco, Roberto ; Rubio, Gonzalo ; Alonso, Francisco.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:11:y:2009:i:2:p:141-164.

    Full description at Econpapers || Download paper

  8. Theories of choice under risk: Insights from financial markets. (2009). Kliger, Doron ; Levy, Ori .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:71:y:2009:i:2:p:330-346.

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  9. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091037.

    Full description at Econpapers || Download paper

  10. Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-26.

    Full description at Econpapers || Download paper

  11. Distribuzioni di probabilità implicite nei prezzi delle opzioni.. (2008). Erzegovesi, Luca ; Beber, Alessandro.
    In: Alea Tech Reports.
    RePEc:trt:aleatr:008.

    Full description at Econpapers || Download paper

  12. Consumption and Portfolio Choice with Option-Implied State Prices. (2008). Ait-Sahalia, Yacine ; Brandt, Michael W. ; At-Sahalia, Yacine .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13854.

    Full description at Econpapers || Download paper

  13. The cross-section of average delta-hedge option returns under stochastic volatility. (2008). Ibáñez, Alfredo ; Ibaez, Alfredo.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:11:y:2008:i:3:p:205-244.

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  14. Testing the martingale restriction for option implied densities. (2008). Busch, Thomas.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:11:y:2008:i:1:p:61-81.

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  15. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Timonfeev, Roman ; Golubev, Yuri ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-001.

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  16. Adaptive Expectations and Stock Market Crashes. (2007). Frankel, David M..
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12817.

    Full description at Econpapers || Download paper

  17. Understanding Index Option Returns. (2007). Chernov, Mikhail ; Broadie, Mark ; Johannes, Michael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6239.

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  18. Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing. (2006). Pesta, Michal ; Hlavka, Zdenek .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-069.

    Full description at Econpapers || Download paper

  19. Parametric pricing of higher order moments in S&P500 options. (2005). Martin, Vance ; Lim, Guay.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:3:p:377-404.

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  20. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hardle, Wolfgang ; Hlavka, Zdenek .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-021.

    Full description at Econpapers || Download paper

  21. A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics. (2005). Mammen, Enno ; Härdle, Wolfgang ; Fengler, Matthias ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-020.

    Full description at Econpapers || Download paper

  22. Implied Trinomial Trees. (2005). Cizek, Pavel ; Komorad, Karel.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-007.

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  23. Explaining the level of credit spreads: option-implied jump risk premia in a firm value model. (2005). Driessen, Joost ; Weinbaum, David ; Maenhout, Pascal ; Cremers, Martijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:191.

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  24. Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area. (2005). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_545_05.

    Full description at Econpapers || Download paper

  25. Skewness and Kurtosis Trades. (2004). Härdle, Wolfgang ; Blaskowitz, Oliver ; Hardle, Wolfgang Karl ; Schmidt, Peter.
    In: Papers.
    RePEc:zbw:caseps:200409.

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  26. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10912.

    Full description at Econpapers || Download paper

  27. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10504.

    Full description at Econpapers || Download paper

  28. Testing for the uncovered interest parity using distributions implied by FX options. (2004). Vavra, David ; Cincibuch, Martin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:16.

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  29. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. (2004). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-56.

    Full description at Econpapers || Download paper

  30. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
    In: Research Papers.
    RePEc:ecl:stabus:1854.

    Full description at Econpapers || Download paper

  31. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

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  32. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt5dv8v999.

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  33. The Forecasting Performance of German Stock Option Densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4214.

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  34. What Do Financial Markets Think of War in Iraq?. (2003). Zitzewitz, Eric ; Wolfers, Justin ; Leigh, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9587.

    Full description at Econpapers || Download paper

  35. The forecasting performance of German stock option densities. (2003). Craig, Ben ; Scheicher, Martin ; Keller, Joachim ; Glatzer, Ernst .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0312.

    Full description at Econpapers || Download paper

  36. Nonparametric option pricing under shape restrictions. (2003). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:116:y:2003:i:1-2:p:9-47.

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  37. What do Financial Markets Think of War in Iraq?. (2003). Zitzewitz, Eric ; Wolfers, Justin ; Leigh, Andrew.
    In: Research Papers.
    RePEc:ecl:stabus:1785.

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  38. Interpreting implied risk-neutral densities: the role of risk premia. (2003). Hördahl, Peter ; Hordahl, Peter ; Vestin, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003274.

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  39. Modelling the implied probability of stock market movements. (2003). Scheicher, Martin ; Glatzer, Ernst .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003212.

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  40. Market Risk and Volatility in the Brazilian Stock Market. (2003). Yoshino, Joe.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:6:y:2003:n:2:p:385-403.

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  41. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8944.

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  42. The jump-risk premia implicit in options: evidence from an integrated time-series study. (2002). pan, jun ; Jun, Pan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:1:p:3-50.

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  43. Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices. (2002). Andersen, A. B. ; Wagener, T..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20020198.

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  44. Relative Pricing of Options with Stochastic Volatility. (2002). Yan, Shu ; Santa-Clara, Pedro ; Ledoit, Olivier.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt7jp8f42t.

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  45. Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion. (2001). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8504.

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  46. Recovering risk aversion from options. (2001). Panigirtzoglou, Nikolaos ; Bliss, Robert R..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-15.

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  47. Recovering the probability density function of asset prices using garch as diffusion approximations. (2001). Mele, Antonio ; Fornari, Fabio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:1:p:83-110.

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  48. Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations. (2000). Mele, Antonio ; Fornari, Fabio.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2000-12.

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  49. Beyond implied volatility: extracting information from option prices. (1998). Cont, Rama.
    In: Finance.
    RePEc:wpa:wuwpfi:9804002.

    Full description at Econpapers || Download paper

  50. What Data Should Be Used to Price Options?. (1998). Ghysels, Eric ; Chernov, Mikhail.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-22.

    Full description at Econpapers || Download paper

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