Inefficiency and predictability in the Brexit Pound market: a natural experiment-Reference-Cited by-同舟云学术

Inefficiency and predictability in the Brexit Pound market: a natural experiment

Published:2020-08-13 Issue:3 Volume:27 Page:239-259
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Wu Ke¹²^ORCID,Wheatley Spencer²,Sornette Didier¹²³

Affiliation:

1. Institute of Risk Analysis, Prediction and Management (Risks-X), Academy for Advanced Interdisciplinary Studies, Southern University of Science and Technology (SUSTech), Shenzhen, People's Republic of China

2. Chair of Entrepreneurial Risks, Department of Management, Technology and Economics, ETH Zurich, Zurich, Switzerland

3. Swiss Finance Institute, University of Geneva, Geneva, Switzerland

Funder

H2020 Marie Skłodowska-Curie Actions

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2020.1805781

Reference95 articles.

1. Aisch, Gregor, Nate Cohn, Amanda Cox, Josh Katz, Adam Pearce, and Kevin Quealy. 2016. “New York Times: Live Presidential Forecast.” November 9. https://www.nytimes.com/elections/forecast/president.

2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

3. The Promise of Prediction Markets

4. The behaviour of betting and currency markets on the night of the EU referendum

5. So Right It's Wrong: Groupthink and the Ubiquitous Nature of Polarized Group Decision Making

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