Dynamic learning and market making in spread betting markets with informed bettors
John R. Birge, Yifan Feng, N. Bora Keskin, Adam Schultz
| Year of publication: |
2021
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|---|---|
| Authors: | Birge, John R. ; Feng, Yifan ; Keskin, N. Bora ; Schultz, Adam |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 6, p. 1746-1766
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| Subject: | market making | dynamic pricing | market manipulation | prediction market | sequential learning | sports analytics | spread betting market | strategic agent | Glücksspiel | Gambling | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Lernprozess | Learning process | Marktmechanismus | Market mechanism | Pferdesport | Equestrian sports | Sport | Sports | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815721