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Costs, biases and betting markets: new evidence

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Author Info
Michael A. Smith
David Paton
Leighton Vaughan-Williams

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Abstract

In recent years, person-to-person wagering on Internet ‘betting exchanges’ (sometimes known as ‘matched betting’) has become an increasingly important medium for betting on horse racing, sports and special events. Established gambling operators have argued that betting exchanges should not be allowed on the grounds that they represent unfair competition. In this paper, we argue that, in fact, betting exchanges have brought about reductions in traditional market biases and significant efficiency gains by lowering transaction costs for consumers. As such, the growth of exchange betting should be viewed as a welcome and innovatory phenomenon whereby allocative efficiency in the gambling market is improved. We test this hypothesis using data on UK horse racing from betting exchanges and from traditional betting media. We find a monotonic negative relationship between transaction costs and market efficiency. Further, in contrast to traditional betting media, we find that betting exchanges exhibit both weak and strong form market efficiency.

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File URL: http://www.ntu.ac.uk/research/document_uploads/31290.pdf
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File Function: First version, 2004
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Publisher Info
Paper provided by Nottingham Trent University, Nottingham Business School, Economics Division in its series Working Papers with number 2004/5.

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Date of creation: Sep 2004
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Handle: RePEc:nbs:wpaper:2004/5

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Web page: http://www.ntu.ac.uk/nbs

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Related research
Keywords: matched betting; betting exchanges; market efficiency; favourite-longshot bias.;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies

References listed on IDEAS
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  1. Michael Cain & David Law & David Peel, 2003. "The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets," Bulletin of Economic Research, Blackwell Publishing, vol. 55(3), pages 263-273, 07. [Downloadable!] (restricted)
  2. Crafts, Nicholas F R, 1985. "Some Evidence of Insider Knowledge in Horse Race Betting in Britain," Economica, London School of Economics and Political Science, vol. 52(27), pages 295-304, August. [Downloadable!] (restricted)
  3. Paton, David & Williams, Leighton Vaughan, 1998. "Do Betting Costs Explain Betting Biases?," Applied Economics Letters, Taylor and Francis Journals, vol. 5(5), pages 333-35, May. [Downloadable!] (restricted)
  4. Raymond D. Sauer, 1998. "The Economics of Wagering Markets," Journal of Economic Literature, American Economic Association, vol. 36(4), pages 2021-2064, December. [Downloadable!] (restricted)
  5. Law, David & Peel, David A, 2002. "Insider Trading, Herding Behaviour and Market Plungers in the British Horse-Race Betting Market," Economica, London School of Economics and Political Science, vol. 69(274), pages 327-38, May. [Downloadable!] (restricted)
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This page was last updated on 2009-11-5.


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