Similar Search Results

Alternative methods of predicting competitive events : an application in horserace betting markets

Lessmann, Stefan; Sung, Ming-Chien; Johnson, Johnnie E. V. - In: International journal of forecasting 26 (2010) 3, pp. 518-536

Persistent link: https://www.econbiz.de/10003990967

A new method for predicting the outcome of speculative events

Lessmann, Stefan; Sung, Ming-Chien; Johnson, Johnnie E. V. - 2007

Persistent link: https://www.econbiz.de/10003617196

It Takes All Sorts : A Heterogeneous Agent Explanation of State-Contingent Claims Mispricing

Restocchi, Valerio - 2016

Finding what causes pricing anomalies is an important step towards improving market efficiency. The favourite-longshot bias is one of the longest-standing pricing anomalies in state-contingent claims markets. However, existing models are unable to capture its full complexity. We develop a...

Persistent link: https://www.econbiz.de/10012980635

New entry and strategic group emergence in the soccer betting market : pricing behaviours, group interaction and efficiency implications

Bruce, Alistair; Oikonomidis, Anastasios; Sung, Ming-Chien - In: The journal of prediction markets 15 (2021) 3, pp. 3-31

Persistent link: https://www.econbiz.de/10013162227

Discovering a profitable trading strategy in an apparently efficient market : exploiting the actions of less informed traders in speculative markets

Sung, Ming-Chien; Johnson, Johnnie E. V.; Peirson, John - In: Journal of business finance & accounting : JBFA 39 (2012) 7/8, pp. 1131-1159

Persistent link: https://www.econbiz.de/10009682394

Searching for semi-strong form inefficiency in the UK racetrack betting market

Sung, Ming-Chien; Johnson, Johnnie E. V.; Bruce, Alistair - In: Information efficiency in financial and betting markets, (pp. 179-192). 2005

Persistent link: https://www.econbiz.de/10003238521

Revealing weak-form inefficiency in a market for state contingent claims : the importance of market ecology, modelling procedures and investment strategies

Sung, Ming-Chien; Johnson, Johnnie E. V. - In: Economica 77 (2010), pp. 128-147

Persistent link: https://www.econbiz.de/10003947866

Probabilistic forecasting with discrete choice models : evaluating predictions with pseudo-coefficients of determination

Sung, Ming-Chien; McDonald, David C. J.; Johnson, … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1021-1030

Persistent link: https://www.econbiz.de/10011412507

Prediction markets : theory, evidence and applications

Vaughan Williams, Leighton; Sung, Ming-Chien; Johnson, … - In: International journal of forecasting 35 (2019) 1, pp. 266-270

Persistent link: https://www.econbiz.de/10012300616

Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements

Sung, Ming-Chien; McDonald, David C. J.; Johnson, … - In: European journal of operational research : EJOR 272 (2019) 1, pp. 389-405

Persistent link: https://www.econbiz.de/10011942078