Showing 1 - 9 of 9
We study information demand and supply at the firm and market level using data for 30 of the largest stocks traded on NYSE and NASDAQ. Demand is approximated in a novel manner from weekly internet search volume time series drawn from the recently released Google Trends database. Our paper makes...
Persistent link: https://www.econbiz.de/10010574877
This paper assesses the international efficiency of the European football betting market by examining the forecastability of match outcomes on the basis of the information contained in different sets of online and fixed odds quoted by six major bookmakers. The paper also investigates the...
Persistent link: https://www.econbiz.de/10004964348
This article explores the linear and nonlinear forecastability of European football match scores using IX2 and Asian Handicap odds data from the English Premier league. To this end, we compare the performance of a Poisson count regression to that of a nonparametric Support Vector Machine (SVM)...
Persistent link: https://www.econbiz.de/10005282471
Motivated by the growing literature on volatility options and their imminent introduction in major exchanges, this article addresses two issues. First, the question of whether volatility options are superior to standard options in terms of hedging volatility risk is examined. Second, the...
Persistent link: https://www.econbiz.de/10011197672
Variations in fine wine prices can be prominent and have widespread economic and financial implications. Although fine wine investments are dominated by French wines, we demonstrate that significant international diversification benefits exist for investors in Italian, Australian and Portuguese...
Persistent link: https://www.econbiz.de/10010574545
This paper studies the three main markets for emission allowances within the European Union Emissions Trading Scheme (EU ETS): Powernext, Nord Pool and European Climate Exchange (ECX). The analysis suggests that the prohibition of banking of emission allowances between distinct phases of the EU...
Persistent link: https://www.econbiz.de/10005006342
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