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

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Title: A Study of Inefficiency and Arbitrage Opportunity: An empirical analysis of the fixed and demand-based betting market
Author: Turton, Felix
Advisor: Ghosh, Indradeep
Department: Haverford College. Dept. of Economics
Type: Thesis (B.A.)
Running Time: 917482 bytes
Issue Date: 2008
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.
Subject: Sports betting -- Great Britain
Subject: Sports betting -- Econometric models
Subject: F.A. Premier League
Terms of Use: http://creativecommons.org/licenses/by-nc/3.0/us/
Permanent URL: http://hdl.handle.net/10066/1457

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Citation

Turton, Felix. "A Study of Inefficiency and Arbitrage Opportunity: An empirical analysis of the fixed and demand-based betting market". 2008. Available electronically from http://hdl.handle.net/10066/1457.

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http://creativecommons.org/licenses/by-nc/3.0/us/ Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc/3.0/us/

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