The behaviour of betting and currency markets on the night of the EU referendum - Auld, Tom,Linton, Oliver (Monash University, Department of Econometrics and Business Statistics, 2018)
https://ideas.repec.org/p/msh/ebswps/2018-10.html
Keywords: Graue Literatur; EU Referendum; Prediction Markets; Machine Learning; Efficient Markets Hypothesis; Pairs Trading; Cointegration; Bayesian Methods; Exchange Rates