Prediction Markets, Social Media and Information Efficiency
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Karen Croxson & J. James Reade, 2011. "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers 11-19, Department of Economics, University of Birmingham.
- Kevin D. Hoover & Stephen J. Perez, 1999.
"Data mining reconsidered: encompassing and the general-to-specific approach to specification search,"
Royal Economic Society, vol. 2(2), pages 167-191.
- Kevin D. Hoover & Stephen J. Perez, "undated". "Data Mining Reconsidered: Encompassing And The General-To-Specific Approach To Specification Search," Department of Economics 97-27, California Davis - Department of Economics.
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Julianne Treme & Zoe VanDerPloeg, 2014. "The Twitter Effect: Social Media Usage as a Contributor to Movie Success," Economics Bulletin, AccessEcon, vol. 34(2), pages 793-809.
- Fama, Eugene F., 1998.
"Market efficiency, long-term returns, and behavioral finance,"
Journal of Financial Economics,
Elsevier, vol. 49(3), pages 283-306, September.
- Eugene F Fama, "undated". "Market Efficiency, Long-Term Returns, and Behavioral Finance," CRSP working papers 448, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Eugene F. Fama, "undated". "Market Efficiency, Long-term Returns, and Behavioral Finance," CRSP working papers 340, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- David Hendry & Jurgen A. Doornik & Felix Pretis, 2013. "Step-indicator Saturation," Economics Series Working Papers 658, University of Oxford, Department of Economics.
- Mike Thelwall & Kevan Buckley & Georgios Paltoglou, 2011. "Sentiment in Twitter events," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 62(2), pages 406-418, February.
- Ricard Gil & Steven D. Levitt, 2007. "Testing the Efficiency of Markets in the 2002 World Cup," Journal of Prediction Markets, University of Buckingham Press, vol. 1(3), pages 255-270, December.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-25, April.
- Dietmar Janetzko, 2014. "Predictive modeling in turbulent times – What Twitter reveals about the EUR/USD exchange rate," Netnomics, Springer, vol. 15(2), pages 69-106, September.
- Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
- Gelman, Andrew & King, Gary, 1993. "Why Are American Presidential Election Campaign Polls So Variable When Votes Are So Predictable?," British Journal of Political Science, Cambridge University Press, vol. 23(04), pages 409-451, October.
- Carlos Santos & David Hendry & Soren Johansen, 2008.
"Automatic selection of indicators in a fully saturated regression,"
Springer, vol. 23(2), pages 317-335, April.
- David Hendry & Søren Johansen & Carlos Santos, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 337-339, April.
- Felix Pretis & James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
- Timm O. Sprenger & Philipp G. Sandner & Andranik Tumasjan & Isabell M. Welpe, 2014. "News or Noise? Using Twitter to Identify and Understand Company-specific News Flow," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(7-8), pages 791-830, September.
- Karen Croxson & J. James Reade, 2014.
"Information and Efficiency: Goal Arrival in Soccer Betting,"
Royal Economic Society, vol. 124(575), pages 62-91, March.
- Karen Croxson & J. James Reade, 2011. "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers 11-01, Department of Economics, University of Birmingham.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:intfor:v:35:y:2019:i:1:p:297-312 is not listed on IDEAS
- Christine Benesch & Simon Loretz & David Stadelmann & Tobias Thomas, 2018.
"Media Coverage and Immigration Worries: Econometric Evidence,"
CREMA Working Paper Series
2018-03, Center for Research in Economics, Management and the Arts (CREMA).
- Benesch, Christine & Loretz, Simon & Stadelmann, David & Thomas, Tobias, 2018. "Media coverage and immigration worries: Econometric evidence," DICE Discussion Papers 288, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Christine Benesch & Simon Loretz & David Stadelmann & Tobias Thomas, 2018. "Media Coverage and Immigration Worries: Econometric Evidence," SOEPpapers on Multidisciplinary Panel Data Research 970, DIW Berlin, The German Socio-Economic Panel (SOEP).
- repec:eee:intfor:v:35:y:2019:i:1:p:390-407 is not listed on IDEAS
- repec:bla:ecinqu:v:56:y:2018:i:3:p:1748-1763 is not listed on IDEAS
- repec:eee:intfor:v:35:y:2019:i:1:p:420-428 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:kyklos:v:69:y:2016:i:3:p:518-556. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0023-5962 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.