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Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets

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  • Ming-Chien Sung
  • Johnnie E. V. Johnson
  • John Peirson

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  • Ming-Chien Sung & Johnnie E. V. Johnson & John Peirson, 2012. "Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(7-8), pages 1131-1159, September.
    • Handle: RePEc:bla:jbfnac:v:39:y:2012:i:7-8:p:1131-1159
    DOI: j.1468-5957.2012.02300.x
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    File URL: http://hdl.handle.net/10.1111/j.1468-5957.2012.02300.x
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    Citations

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    Cited by:

    1. Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019. "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5817-5828, November.
    2. Sung, Ming-Chien & McDonald, David C.J. & Johnson, Johnnie E.V., 2016. "Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1021-1030.
    3. Sperb, Luis Felipe Costa & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun, 2019. "Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 35(1), pages 321-335.
    4. Suhonen, Niko & Saastamoinen, Jani & Kainulainen, Tuomo & Forrest, David, 2018. "Is timing everything in horse betting? Bet amount, timing and bettors’ returns in pari-mutuel wagering markets," Economics Letters, Elsevier, vol. 173(C), pages 97-99.
    5. Costa Sperb, L.F. & Sung, M.-C. & Ma, T. & Johnson, J.E.V., 2022. "Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1142-1157.

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