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Market Efficiency in Person-to-Person Betting

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Author Info
MICHAEL A. SMITH
DAVID PATON
LEIGHTON VAUGHAN WILLIAMS

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Abstract

Bookmakers have argued that person-to-person internet 'betting exchanges' represent unfair competition. In this paper we suggest that, in fact, betting exchanges have brought about significant efficiency gains by lowering transaction costs for consumers. We test this hypothesis using matched data on UK horse racing from betting exchanges and from traditional betting media. In comparison with traditional betting media, we find that betting exchanges exhibit evidence of significantly lower market biases. We also find that an information-based model explains the well documented favourite-longshot bias more convincingly than traditional explanations based on risk preferences. Copyright (c) The London School of Economics and Political Science 2006.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0335.2006.00518.x
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Publisher Info
Article provided by London School of Economics and Political Science in its journal Economica.

Volume (Year): 73 (2006)
Issue (Month): 292 (November)
Pages: 673-689
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Handle: RePEc:bla:econom:v:73:y:2006:i:292:p:673-689

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  1. Loreto Llorente, 2006. "A Profitable Strategy in the Pelota Betting Market," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0606, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
  2. John Peirson, 2008. "Expert Analysis and Insider Information in Horse Race Betting: Regulating Informed Market Behaviour," Studies in Economics 0819, Department of Economics, University of Kent. [Downloadable!]
  3. Schmidt, Carsten & Strobel, Martin & Volkland, Henning Oskar, 2008. "Accuracy, Certainty and Surprise - A Prediction Market on the Outcome of the 2002 FIFA World Cup," Sonderforschungsbereich 504 Publications 08-13, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  4. Egon Franck & Erwin Verbeek & Stephan Nüesch, 2008. "Prediction Accuracy of Different Market Structures – Bookmakers versus a Betting Exchange," Working Papers 0096, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2009. [Downloadable!]
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This page was last updated on 2009-11-22.


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