Forgone Interest and Contract Mispricing in Predictive Markets

Author： de los Reyes Charles Raifman Lawrence J.

Publisher： University of Buckingham Press

E-ISSN： 1750-676X|2|3|1-13

ISSN： 1750-676X

Source： The Journal of Prediction Markets, Vol.2, Iss.3, 2008-12, pp. : 1-13

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Mispricing and lasting arbitrage between parallel markets in the Czech Republic

By Hanousek Jan Nemecek Libor

The European Journal of Finance, Vol. 8, Iss. 1, 2002-03 ,pp. : 46-69

Routledge Ltd

Access to resources Recommend Favorite

Estimating risk-neutral density with parametric models in interest rate markets

By Fabozzi Frank Tunaru Radu Albota George

Quantitative Finance, Vol. 9, Iss. 1, 2009-02 ,pp. : 55-70

Routledge Ltd

Access to resources Recommend Favorite

The acquisition puzzle and mispricing: evidence of over-optimism

By Donnelly Ray Hajbaba Amir

International Journal of Managerial Finance, Vol. 10, Iss. 4, 2014-08 ,pp. : 470-493

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

EMU equity markets' return variance and spillover effects from the short-term interest rate

By Hou Ai Jun

Quantitative Finance, Vol. 13, Iss. 3, 2013-03 ,pp. : 451-470

Routledge Ltd

Access to resources Recommend Favorite