Browsing Management Sciences by Subject "Toda-Yamamoto causality test"
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Determining the causality between U.S. presidential prediction markets and global financial markets
(Wiley, 2020-08-14)Prediction markets trade securities with final prices contingent on the outcome of future events, for example, who will win the next political election. We show how the outcome of a United States presidential election, ... -
Three Essays on Business Analytics: time-series causality, panel data analysis, and design of experiments
(University of Waterloo, 2020-05-13)This dissertation includes three empirical studies focusing on the applications of Business Analytics in the context of financial markets and the online advertisement industry. The first essay examines the existence of a ...