A Study of Inefficiency and Arbitrage Opportunity: An empirical analysis of the fixed and demand-based betting market

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2008TurtonF.pdf(895.98 KB)
2008_TurtonF_release.pdf(95.76 KB)
Date
2008
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Ghosh, Indradeep
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Haverford College. Department of Economics
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Thesis
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Award
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eng
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Haverford users only
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http://creativecommons.org/licenses/by-nc/3.0/us/
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Abstract
This paper examines the fixed and demand-based betting market for The English Premier League top scorer. This investigation involves a predictive model that aims to pin down the random element of odds movements across time. With this model the Efficient Market Hypothesis (EMH) is tested and rejected. Given the information in the predictive model, paper concludes with an explication of what on optimal betting strategy would consist in.
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Sports betting -- Great Britain
Sports betting -- Econometric models
F.A. Premier League
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http://hdl.handle.net/10066/1457
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Economics