Dynamic requoting under evolving volatility
Develop a dynamic microfoundation in which prediction-market CLOB makers requote as the volatility regime evolves, thereby determining how endogenous quote revision changes screening, rent extraction, and coexistence with the LMSR.
References
Four limitations mark an opening: (i) the mechanism rests on a single pre-shock quote, so a dynamic microfoundation in which makers requote as the volatility regime evolves is an important open question; (ii) AMM depth enters only through a scalar $L$, leaving concentrated, Uniswap-v3-style bucketed depth a natural next step; (iii) our results are positive throughout---we characterize which configurations survive, not which one a platform should choose; and (iv) the calibration rests on one short-horizon contract type, so whether the same results survive in other markets remains an empirical question.