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Market rationality tests based on cross-equation restrictions

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  • Russo, Benjamin
  • Gandar, John M.
  • Zuber, Richard A.

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  • Russo, Benjamin & Gandar, John M. & Zuber, Richard A., 1989. "Market rationality tests based on cross-equation restrictions," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 455-470, November.
  • Handle: RePEc:eee:moneco:v:24:y:1989:i:3:p:455-470
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    Cited by:

    1. William Dare & A. Steven Holland, 2004. "Efficiency in the NFL betting market: modifying and consolidating research methods," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 9-15.
    2. Ladd Kochman & Randy Goodwin, 2006. "An Under Bias in the Football Betting Market: Fact or Fiction?: A Note," New York Economic Review, New York State Economics Association (NYSEA), vol. 37(1), pages 32-36.
    3. Ichinomiya, Takashi, 2006. "Power-law distribution in Japanese racetrack betting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(1), pages 207-213.
    4. Ioannidis, C. & Peel, D.A., 2005. "Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap," Economics Letters, Elsevier, vol. 87(2), pages 221-226, May.
    5. Dare, William H. & MacDonald, S. Scott, 1996. "A generalized model for testing the home and favorite team advantage in point spread markets," Journal of Financial Economics, Elsevier, vol. 40(2), pages 295-318, February.
    6. Evan Osborne, 2001. "Efficient Markets? Don’t Bet on It," Journal of Sports Economics, , vol. 2(1), pages 50-61, February.

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