Does sentiment harm market efficiency? An empirical analysis using a betting exchange setting
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More about this item
Keywords
Sentiment bias; Market efficiency; Forecasting; Betting markets; Soccer;All these keywords.
JEL classification:
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- G40 - Financial Economics - - Behavioral Finance - - - General
- L83 - Industrial Organization - - Industry Studies: Services - - - Sports; Gambling; Restaurants; Recreation; Tourism
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2019-09-16 (Market Microstructure)
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