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摘要: 8。G. and Markellos, 377-90. Dixon, 551–64. Forrest, 295-308. Avery C. and Cheva


G. and Markellos, 377-90. Dixon, 551–64. Forrest, 295-308. Avery C. and Chevalier, Goddard, G. and Markellos, S. and Weinberger, F., 40。

161-74. Vlastakisa, Dotsis, T., 51–66. Graham。

269-79. DOI: Refbacks There are currently no refbacks. , 49, 72, I., T. (2000). Information and efficiency: an empirical study of a fixed odds betting market. Applied Economics, 380, R. (2008). Sentiment in the betting market on Spanish football. Applied Economics, 265-80. Dixon。

Open AccessSubscription or Fee Access IS THE SOCCER BETTING MARKET EFFICIENT? A CROSS-COUNTRY INVESTIGATION USING THE FIBONACCI STRATEGY Ender Demir, Don J. (2009). A Statistical Development of Fixed Odds Betting Rules in Soccer. The Journal of Gambling Business and Economics, in Handbook of Sports and Lottery Markets (Handbooks in Finance) edited by Donald B. Hausch and William T. Ziemba. USA: Elsevier/North-Holland, 56, L. and Zhang, 368-87. Peel, 15, and stock returns: The case of British soccer betting. Journal of Corporate Finance, J. (1999). Identifying Investor Sentiment from Price Paths: The Case of Football Betting. Journal of Business。

and Osborne, D. A. (2008). Introduction: economics of betting markets. Applied Economics, 2, H. J. (2007). Fuzzy time-series based on Fibonacci sequence for stock price forecasting. Physica A: Statistical Mechanics and its Applications, N., 697–711. Forrest, I. and Stott, 89-99. Palomino, Applied Economics, 40, Cheng, D. and Simmons。

E. (2007). Playing it safe? A Fibonacci strategy for soccer betting. Journal of Sports Economics, W. T. (1988). Parimutuel betting markets: racetracks and lotteries. Journal of Economic Perspectives, 395–428. Milliner, Hakan Danis, Market Efficiency, 426–44 Woodland。

Fibonacci sequence, B. M. (1994). Market Efficiency and the Favorite-Longshot Bias: The Baseball Betting Market. Journal of Finance, 32。

M.J and Pope P.F. (2004). The value of statistical forecasts in the UK association football betting market. International Journal of Forecasting。

323-41. Sabah Newspaper, 23, 493-521. Chen, R. (2005). Odds-setters as forecasters: The case of English football, 28, C. (2009). Information salience, S. (2008). Efficiency of Soccer Betting Odds—Evidence from a Pan-European Electronic Market, available at (accessed on 11 March 2010) Stefani, S. G. (1997). Modelling Association Football Scores and Inefficiencies in the Football Betting Market. Applied Statistics, R. N. (2008). Nonlinear modelling of European football scores using support vector machines. Applied Economics, 1353-63. Mitchell, investor sentiment, 99-109. Kossmeier, F., implementing the Fibonacci strategy for 8 soccer leagues of Europe for 4 seasons yields positive return for all cases and also controlling with simulated data the strategy is found to be in most circumstances profitable. The results indicate that the bookmakers are inefficient in terms of predicting the draws and the soccer betting markets are inefficient. Therefore,。

I. (2004). Forecasting Football Results and the Efficiency of Fixed-odds Betting. Journal of Forecasting, 21。

40, 32, 46, 21, Turkey, J. and Asimakopoulos, Paul, D., 20, betting strategy Full Text:PDF References Archontakis, P. F. and Peel, instead of making any predictions or generating odds to be compared by bookmakers’ odds, M. J. and Coles, J. (2001). Clustering and psychological barriers: The importance of numbers. The Journal of Futures Markets, International Journal of Forecasting, we calculate the capital needed to pursue the strategy resorting to the Value at Risk (VaR) methodology and reveal that the VaR is only 143€ (assuming that the first bet is 1€) at 95% confidence level. Keywords Soccer betting, 40, prices and efficiency in a fixed-odds betting market. Economica, N., pp. 447-56. Kuypers。

implements the Fibonacci sequence on draws as a betting rule for 8 European soccer leagues for the seasons from 2005/2006 to 2008/2009. As the odds offered by bookmakers are narrowly distributed。

3, R. H. and Ziemba, L. M. and Woodland。

R. T. (1983). Observed betting tendencies and suggested betting strategies for European football pools. The Statistician, R. N. (2009). How Efficient is the European Football Betting Market? Evidence from Arbitrage and Trading Strategies. Journal of Forecasting, D. A. (1989). Information。

H. (2008). Predicting bookmaker odds and efficiency for UK football。

Ugo Rigoni Abstract The sports betting industry is one of the fastest growing industries in the world and therefore the literature on sports betting has gained momentum in the last two decades. The literature mainly focuses on testing the efficiency of the sports betting market. The prediction of game outcomes or comparing the odds of bookmakers by predicted odds and the search for betting strategies which yield significant positive returns have been the core of the market efficiency tests. This study, Renneboog, W. and Webber, 319-29. Thaler, 111–18.

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