Informational efficiency and behaviour within in-play prediction markets
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- Angelini, Giovanni & De Angelis, Luca & Singleton, Carl, 2022. "Informational efficiency and behaviour within in-play prediction markets," International Journal of Forecasting, Elsevier, vol. 38(1), pages 282-299.
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More about this item
Keywords
Market efficiency; Favourite-longshot bias; Mispricing; Sports forecasting; Probability forecasting; Behavioural bias; Betting strategy;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
- L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Restaurants; Recreation; Tourism
- Z2 - Other Special Topics - - Sports Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2019-12-09 (Operations Research)
- NEP-SPO-2019-12-09 (Sports and Economics)
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