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Polling games and information revelation in the Downsian framework

✍ Scribed by Adam Meirowitz


Book ID
116505677
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
204 KB
Volume
51
Category
Article
ISSN
0899-8256

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## Abstract This paper analyzes 31 months of data on 137 single‐stock futures (SSFs) traded on OneChicago. The results indicate that on the days they trade, SSFs contribute approximately 24% of the price discovery for underlying stocks. Information revelation in the SSFs market decreases with the r