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About this paper
Sizheng Fan, Yinghe Sun, Rong Zhao
The authors combine deadline contracts for one question into a forecast separating whether an event occurs from when. They find that timing accounts for about 13% of price information, though its gain over a constant-daily reference has an interval including zero. Whole-ladder seven-day warnings achieve average precision 0.30 versus 0.25 for a single contract, but warnings are not certainty.
Summary by alphaXiv.
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