Leverage scales market-price manipulation linearly while shifting outcome-manipulation thresholds and multiplying informed-trading rents in three distinct ways, calling for re-allocated regulatory attack surfaces rather than net reduction.
Title resolution pending
4 Pith papers cite this work. Polarity classification is still indexing.
4
Pith papers citing it
fields
q-fin.TR 4years
2026 4verdicts
UNVERDICTED 4representative citing papers
ForesightFlow introduces an ILS framework quantifying pre-news information leakage in event-resolved binary prediction markets and adds a deadline-anchored extension after finding standard scope conditions exclude documented insider cases.
Deadline-ILS on a major Polymarket contract shows a 0.444 shift distinguishing article-derived timestamps (+0.113) from resolution-anchored proxies (-0.331).
Three detection methods for informed trading in prediction markets—composite screens, sign-randomization tests, and the new Information Leakage Score—operate as stacked layers that together increase precision.
citing papers explorer
-
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
Leverage scales market-price manipulation linearly while shifting outcome-manipulation thresholds and multiplying informed-trading rents in three distinct ways, calling for re-allocated regulatory attack surfaces rather than net reduction.
-
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
ForesightFlow introduces an ILS framework quantifying pre-news information leakage in event-resolved binary prediction markets and adds a deadline-anchored extension after finding standard scope conditions exclude documented insider cases.
-
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Deadline-ILS on a major Polymarket contract shows a 0.444 shift distinguishing article-derived timestamps (+0.113) from resolution-anchored proxies (-0.331).
-
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
Three detection methods for informed trading in prediction markets—composite screens, sign-randomization tests, and the new Information Leakage Score—operate as stacked layers that together increase precision.