Nicolas Harvie
I study information economics in financial markets — how beliefs form, aggregate, and move prices. My work combines market microstructure and behavioral asset pricing, with applications in equity markets, prediction markets, and retail trading.
Working Papers
Who Wins and Who Loses In Prediction Markets? Evidence from Polymarket with Pat Akey, Vincent Grégoire, and Charles Martineau [SSRN]
Size distortions in Robust Estimators: Implications for asset pricing with Vincent Grégoire and Anthony Sanford [SSRN]