Price Discovery at the Boundary of Contractual Decidability: Terminal-Value Gaps, Trading Availability, and Venue Finality on Kalshi
Maksym Nechepurenko · 2026 · Preprint · SSRN
Event-Linked PerpetualsKalshi Research
SSRN · DOI
Publications
AllAxient ResearchMechanism designEvent-linked PerpsForecasting & AIOn-chain forensicsMicrostructureQuant strategies
Preprint
On-Demand Combinatorial Event Markets on Kalshi: Instantiation, Concentration, and Effective Market Breadth
Maksym Nechepurenko · 2026 · Preprint · SSRN
Event-Linked PerpetualsKalshi Research
arXiv · SSRN · DOI · arXiv DOI
Outcome Determination and Settlement Finality on Kalshi: Public State Paths, Prospective Measurement, and Empirical Identification
Maksym Nechepurenko · 2026 · Preprint · SSRN
Event-Linked PerpetualsKalshi Research
SSRN · DOI
Event-Spread Perpetuals under Asynchronous Finality: Joint-State Risk, Residual Exposure, and Settlement Design
Maksym Nechepurenko · 2026 · Preprint · SSRN
Event-Linked Perpetuals
SSRN · DOI
Resolution Is Not Settlement, Part II: Protocol Finality and Observed Redemption on Polymarket
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
Event-Linked Perpetuals
arXiv · SSRN · DOI · arXiv DOI
Resolution Is Not Settlement, Part I: Oracle Adjudication and Semantic Governance on Polymarket
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
Event-Linked Perpetuals
arXiv · SSRN · DOI · arXiv DOI
Fill-Side Non-Retail Trading on Polymarket: Identification Limits, Behavioral Tiers, and Microstructure Signatures
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
Event-Linked Perpetuals
arXiv · SSRN · DOI · arXiv DOI
Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
Event-Linked Perpetuals
arXiv · SSRN · DOI · arXiv DOI
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI
ForesightFlow: Real-Time Detection of Informed Trading in Decentralized Prediction Markets
Maksym Nechepurenko · 2026 · Preprint · SSRN
SSRN · DOI
Price as Focal Point: Prediction Markets, Conditional Reflexivity, and the Politics of Common Knowledge
Maksym Nechepurenko · 2026 · Preprint · SSRN / arXiv
arXiv · SSRN · DOI · arXiv DOI