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Equilibrium in prediction markets with buyers and sellers

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Author Info

  • Agrawal, Shipra
  • Megiddo, Nimrod
  • Armbruster, Benjamin

Abstract

Prediction markets with buyers and sellers of contracts on multiple outcomes are shown to have unique equilibrium prices, which can be computed in polynomial time.

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File URL: http://www.sciencedirect.com/science/article/B6V84-50XCXWY-4/2/532d40d431ee218a185f95093fcc04fb
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 109 (2010)
Issue (Month): 1 (October)
Pages: 46-49

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Handle: RePEc:eee:ecolet:v:109:y:2010:i:1:p:46-49

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Parimutuel betting Aggregate beliefs Subjective probability;

References

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  1. Berg, Joyce E. & Nelson, Forrest D. & Rietz, Thomas A., 2008. "Prediction market accuracy in the long run," International Journal of Forecasting, Elsevier, vol. 24(2), pages 285-300.
  2. Charles F. Manski, 2004. "Interpreting the Predictions of Prediction Markets," NBER Working Papers 10359, National Bureau of Economic Research, Inc.
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