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Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries

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  • Urmee Khan

    () (Department of Economics, University of California Riverside)

  • Robert Lieli

    ()

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  • Urmee Khan & Robert Lieli, 2017. "Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries," Working Papers 201711, University of California at Riverside, Department of Economics.
    • Handle: RePEc:ucr:wpaper:201711
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    1. Jacobsen, Ben & Potters, Jan & Schram, Arthur & van Winden, Frans & Wit, Jorgen, 2000. "(In)accuracy of a European political stock market: The influence of common value structures," European Economic Review, Elsevier, vol. 44(2), pages 205-230, February.
    2. Berg, Joyce & Forsythe, Robert & Nelson, Forrest & Rietz, Thomas, 2008. "Results from a Dozen Years of Election Futures Markets Research," Handbook of Experimental Economics Results, Elsevier.
    3. Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 325-340, September.
    4. Jonathan B. Hill, 2007. "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 747-765.
    5. Kou, S. G. & Sobel, Michael E., 2004. "Forecasting the Vote: A Theoretical Comparison of Election Markets and Public Opinion Polls," Political Analysis, Cambridge University Press, vol. 12(03), pages 277-295, June.
    6. Christian Franz Horn & Bjoern Sven Ivens & Michael Ohneberg & Alexander Brem, 2014. "Ideas Markets: Prediction Markets – A literature review 2014," Journal of Prediction Markets, University of Buckingham Press, vol. 8(2), pages 89-126.
    7. Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014. "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, vol. 180(2), pages 251-264.
    8. Rothschild, David, 2015. "Combining forecasts for elections: Accurate, relevant, and timely," International Journal of Forecasting, Elsevier, vol. 31(3), pages 952-964.
    9. Justin Wolfers & Eric Zitzewitz, 2004. "Prediction Markets," Journal of Economic Perspectives, American Economic Association, vol. 18(2), pages 107-126, Spring.
    10. Jean-Marie Dufour & Eric Renault, 1998. "Short Run and Long Run Causality in Time Series: Theory," Econometrica, Econometric Society, vol. 66(5), pages 1099-1126, September.
    11. Granger, C. W. J., 1980. "Testing for causality : A personal viewpoint," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 329-352, May.
    12. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    13. Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February.
    14. Georgios Tziralis & Ilias Tatsiopoulos, 2007. "Prediction Markets: An Extended Literature Review," Journal of Prediction Markets, University of Buckingham Press, vol. 1(1), pages 75-91, February.
    15. 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.
    16. Hiemstra, Craig & Jones, Jonathan D, 1994. " Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation," Journal of Finance, American Finance Association, vol. 49(5), pages 1639-1664, December.
    17. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-552, September.
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