Λέσχη Φίλων Στατιστικής - GrStats forum
(20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece Forumgrstats

Join the forum, it's quick and easy

Λέσχη Φίλων Στατιστικής - GrStats forum
(20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece Forumgrstats
Λέσχη Φίλων Στατιστικής - GrStats forum
Would you like to react to this message? Create an account in a few clicks or log in to continue.
Για προβλήματα εγγραφής και άλλες πληροφορίες επικοινωνήστε με : grstats.forum@gmail.com ή grstats@stat-athens.aueb.gr

Go down
grstats
grstats
Posts : 934
Join date : 2009-10-21
http://stat-athens.aueb.gr/~grstats/

(20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece Empty ΟΡΙΣΤΙΚΗ ΑΛΛΑΓΗ ΑΙΘΟΥΣΑΣ

Thu 3 Dec 2009 - 17:54
Διευκρινίζεται ότι τελικά η ομιλία θα γίνει στην αιθουσα 607 στο μεταπτυχιακό (Ευελπίδων 47Α & Λευκάδος 33, 6ος Οροφος) την ιδια ωρα (12.00) ακόμα και αν το κεντρικό κτίριο είναι ανοικτό.
avatar
jim_87
Posts : 1
Join date : 2009-10-23

(20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece Empty Re: (20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece

Wed 18 Nov 2009 - 12:51
Ενδιαφέρον ακούγεται. Θα περάσω κατά πάσα πιθανότητα.
grstats
grstats
Posts : 934
Join date : 2009-10-21
http://stat-athens.aueb.gr/~grstats/

(20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece Empty (20091204) AUEB SEMINARS : Information and Efficiency: Goal Arrival in Soccer Betting, Athens - Greece

Wed 18 Nov 2009 - 10:33
Σεμινάριο Τμήματος Στατιστικής ΟΠΑ

Παρασκευή 4 Δεκεμβρίου 2009
Αίθουσα: 607 (Ευελπίδων 47Α & Λευκάδος 33, 6ος Οροφος)
Ώρα: 12:00 – 13:00


James Reade
Lecturer, Department of Economics, University of Birmingham


Information and Efficiency: Goal Arrival in Soccer Betting

Abstract
In an efficient market news is incorporated into prices rapidly and completely. Attempts to test for this in financial markets have been undermined by the possibility of information leakage unobserved by the econometrician. An alternative is to switch to laboratory conditions, at the price of some artificiality. Potentially, sports betting markets offer a superior way forward: assets have terminal values and news can break remarkably cleanly, as when a goal is scored in soccer. We exploit this context to test for efficiency, applying a novel identification strategy to high-frequency data. On our evidence, prices swiftly and fully update.


Last edited by grstats on Thu 3 Dec 2009 - 17:55; edited 1 time in total
Back to top
Permissions in this forum:
You cannot reply to topics in this forum