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Naive traders and mispricing in prediction markets
Journal article   Peer reviewed

Naive traders and mispricing in prediction markets

Ricardo Serrano-Padial
Journal of economic theory, v 147(5), pp 1882-1912
01 Sep 2012

Abstract

Common values Double auction Favorite-longshot bias Naive traders Prediction markets Private information
This paper studies pricing patterns in a speculative market with asymmetric information populated by both sophisticated and naive traders. Three pricing regimes arise in equilibrium: perfect pricing, with prices equalling asset values, partial mispricing and complete mispricing. Perfect pricing obtains when the presence of naive traders is small although not necessarily zero. When the fraction of naive traders is moderate prices are correct for some values but not for others. Finally, complete mispricing typically arises when the presence of naive traders is sufficiently high. Mispricing exhibits a systematic pattern of overpricing low values and underpricing high values.

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Web of Science research areas
Economics
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