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Bookmaker and Pari-Mutuel Betting: Is a (Reverse) Favourite-Longshot Bias Built-In?

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Author Info
Alexander K. Koch
Hui-Fai Shing

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Abstract

A widely documented empirical regularity in gambling markets is that bets on high probability events (a race won by a “favourite”) have higher expected returns than bets on low probability events (a “longshot” wins). Such favourite-longshot (FL) biases however appear to be more severe and persistent in bookmaker markets than in pari-mutuel markets; the latter sometimes exhibit no bias or a reverse FL bias. Our results help understand these differences: the odds grid in bookmaker markets leads to a built-in FL bias, whereas that used in pari-mutuel betting pushes these markets toward a reverse FL bias.

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Publisher Info
Article provided by University of Buckingham Press in its journal Journal of Prediction Markets.

Volume (Year): 2 (2008)
Issue (Month): 2 (September)
Pages: 29-50
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Handle: RePEc:buc:jpredm:v:2:y:2008:i:2:p:29-50

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Web: http://www.predictionmarketjournal.com/index_files/Page418.htm

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Related research
Keywords: GAMBLING; FAVOURITE-LONGSHOT BIAS; BOOKMAKER BETTING; PARIMUTUEL BETTING; BREAKAGE; TICK SIZE;

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Find related papers by JEL classification:
L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Recreation; Tourism

References listed on IDEAS
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  1. Linda M. Woodland & Bill M. Woodland, 2003. "The Reverse Favourite-longshot Bias and Market Efficiency in Major League Baseball: An Update," Bulletin of Economic Research, Blackwell Publishing, vol. 55(2), pages 113-123, 04. [Downloadable!] (restricted)
  2. Vaughan Williams, Leighton, 1999. "Information Efficiency in Betting Markets: A Survey," Bulletin of Economic Research, Blackwell Publishing, vol. 51(1), pages 1-30, January.
  3. Williams, Leighton Vaughan & Paton, David, 1997. "Why Is There a Favourite-Longshot Bias in British Racetrack Betting Markets?," Economic Journal, Royal Economic Society, vol. 107(440), pages 150-58, January. [Downloadable!] (restricted)
  4. Woodland, Linda M & Woodland, Bill M, 1994. " Market Efficiency and the Favorite-Longshot Bias: The Baseball Betting Market," Journal of Finance, American Finance Association, vol. 49(1), pages 269-79, March. [Downloadable!] (restricted)
  5. W. David Walls & Kelly Busche, 2003. "Broken odds and the favourite-longshot bias in parimutuel betting: a direct test," Applied Economics Letters, Taylor and Francis Journals, vol. 10(5), pages 311-314, April. [Downloadable!] (restricted)
  6. Terrell, Dek & Farmer, Amy, 1996. "Optimal Betting and Efficiency in Parimutuel Betting Markets with Information Costs," Economic Journal, Royal Economic Society, vol. 106(437), pages 846-68, July. [Downloadable!] (restricted)
  7. Linda M. Woodland & Bill M. Woodland, 2001. "Market Efficiency and Profitable Wagering in the National Hockey League: Can Bettors Score on Longshots?," Southern Economic Journal, Southern Economic Association, vol. 67(4), pages 983-995, April.
  8. Williams, Leighton Vaughan & Paton, David, 1998. "Why Are Some Favourite-Longshot Biases Positive and Others Negative?," Applied Economics, Taylor and Francis Journals, vol. 30(11), pages 1505-10, November. [Downloadable!] (restricted)
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