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The Sentiment Bias in English Soccer Betting

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Author Info
Egon Franck () (Institute for Strategy and Business Economics, University of Zurich)
Erwin Verbeek () (Institute for Strategy and Business Economics, University of Zurich)
Stephan NŸesch () (Institute for Strategy and Business Economics, University of Zurich)

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Abstract

This paper investigates sentiment betting both theoretically and empirically. We model the profitable pricing decision of a bookmaker in the presence of both pricesensitive and price-insensitive sentiment bettors who derive extra utility by backing the team they support. Using unique betting volume data from a bet exchange market, we first test the validity of employing home attendance and press coverage as proxies of the amount of sentimental betting. Second, multivariate analysis of a sample of over 32,000 bets on English soccer games shows that bookmakers actively shade prices to attract betting volume evoked by sentiment. Bookmakers offer more favourable odds where fan support is comparably large. The sentiment bias has amplified recently as a reaction to the increased overall price elasticity and the greater share of price-sensitive sentiment bettors in online betting.

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File URL: http://www.isu.uzh.ch/static/ISU_WPS/89_ISU_full.pdf
File Format: application/pdf
File Function: First version, 2008
Download Restriction: no

Publisher Info
Paper provided by University of Zurich, Institute for Strategy and Business Economics (ISU) in its series Working Papers with number 0089.

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Length: 22
Date of creation: 2008
Date of revision:
Handle: RePEc:iso:wpaper:0089

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Related research
Keywords: betting; market efficiency; behavioral bias; soccer;

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Find related papers by JEL classification:
D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

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  1. 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 2009-12-1.


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