Suckers Are Born but Markets Are Made: Individual Rationality, Arbitrage, and Market Efficiency on an Electronic Futures Market.
Kenneth OlivenThomas A. RietzPublished in: Manag. Sci. (2004)
Keyphrases
- futures market
- electronic markets
- financial markets
- short run
- investment strategies
- stock price
- electronic marketplaces
- double auction
- long run
- electronic commerce
- market share
- market equilibrium
- prediction markets
- business models
- stock market
- multi agent
- neural network
- financial data
- portfolio selection
- test bed
- non stationary
- supply chain
- long term
- machine learning