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.
and Milgrom, Paul R
5 Pith papers cite this work. Polarity classification is still indexing.
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2026 5verdicts
UNVERDICTED 5representative citing papers
In the Glosten-Milgrom model with flip-noise on direction observation, equilibrium spread equals μ(1-2η)Δ and privacy subsidy equals μηΔ per trade.
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.
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