Academic literature on the topic 'Spread betting'
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Journal articles on the topic "Spread betting"
Buik, David. "Financial spread betting." Significance 3, no. 1 (March 2006): 26–27. http://dx.doi.org/10.1111/j.1740-9713.2006.00148.x.
Full textFodor, Andy, Kevin Krieger, David Kirch David Kirch, and Andrew Kreutzer. "INFORMATIONAL DIFFERENCES IN NFL POINT SPREAD AND MONEYLINE MARKETS." Journal of Prediction Markets 6, no. 2 (December 19, 2012): 1–11. http://dx.doi.org/10.5750/jpm.v6i2.498.
Full textJang-Young, Lee. "Legal Spread of Sports Betting Industry." kookmin Social Science Review 32, no. 01 (August 31, 2019): 97–122. http://dx.doi.org/10.54711/kssr.32.1.04.
Full textHong, Yancheng, and Steven Skiena. "The Wisdom of Bookies? Sentiment Analysis Versus. the NFL Point Spread." Proceedings of the International AAAI Conference on Web and Social Media 4, no. 1 (May 16, 2010): 251–54. http://dx.doi.org/10.1609/icwsm.v4i1.14074.
Full textLacey, Nelson J., and Donald R. Chambers. "Option Wagering in Point Spread Betting Markets." Journal of Derivatives 2, no. 1 (August 31, 1994): 31–37. http://dx.doi.org/10.3905/jod.1994.407903.
Full textFitt, A. D. "Markowitz portfolio theory for soccer spread betting." IMA Journal of Management Mathematics 20, no. 2 (August 29, 2008): 167–84. http://dx.doi.org/10.1093/imaman/dpn028.
Full textGANDAR, JOHN, RICHARD ZUBER, THOMAS O'BRIEN, and BEN RUSSO. "Testing Rationality in the Point Spread Betting Market." Journal of Finance 43, no. 4 (September 1988): 995–1008. http://dx.doi.org/10.1111/j.1540-6261.1988.tb02617.x.
Full textDavis, Justin, Jarrod Dawson, and Kevin Krieger. "Correlated Parlay Betting: An Analysis of Betting Market Profitability Scenarios in College Football." Journal of Prediction Markets 12, no. 2 (December 5, 2018): 68–84. http://dx.doi.org/10.5750/jpm.v12i2.1562.
Full textSalaga, Steven, Scott Tainsky, and Michael Mondello. "Betting Market Outcomes and NBA Television Viewership." Journal of Sport Management 34, no. 2 (March 1, 2020): 161–72. http://dx.doi.org/10.1123/jsm.2019-0046.
Full textHaigh, John. "The Kelly Criterion and Bet Comparisons in Spread Betting." Journal of the Royal Statistical Society: Series D (The Statistician) 49, no. 4 (December 2000): 531–39. http://dx.doi.org/10.1111/1467-9884.00251.
Full textDissertations / Theses on the topic "Spread betting"
Twomey, Paul. "Market efficiency of horse-race betting markets with applications to spread betting." Thesis, University of Sussex, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.483596.
Full textSpinosa, Charles L. "Testing the Efficiency of the NFL Point Spread Betting Market." Scholarship @ Claremont, 2014. http://scholarship.claremont.edu/cmc_theses/986.
Full textLust, Alexander D. "A Test of Efficiency in NBA Point Spread Markets." Miami University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=miami1533158563565605.
Full textJottreau, Benoît. "Financial models and price formation : applications to sport betting." Thesis, Paris Est, 2009. http://www.theses.fr/2009PEST1031.
Full textThis thesis is composed of four chapters. The first one deals with the pricing of financial products in a single jump model for the risky asset. This jump represents the bankrupcy of the quoted firm. We study the pricing of derivatives in the context of indifference of utility with an exponential utility. By means of dynamic programming we show that the bond price is solution of an ordinary differential equation and that stock price dependent options are solutions of an equation with partial derivatives of Hamilton-Jacobi-Bellman type generalizing the Black-Scholes one. We then try to quantify differences in the price obtained here and the one from Merton model without jump. The second chapter deals with a specific jump market : the soccer betting market. We recall the different model families for a soccer match and introduce some full model which allows to price the products recently born in this market in last ten years. Nevertheless the model complexity leads us to study a simplified model introduced by Dixon and Robinson from which we are able to derive closed formulas and simulate prices that we compare to market prices. We remark that implicit calibration gives pretty goof fit of market data. Third chapter developps the approach of Levitt [Lev04] on price formation in binary betting market held by a monopolistic market-maker operating in a one time step trading. We generalize Levitt results with european format of betting. We show that prices are distorded on the pressure of demand and offer, that phenomena introducing a market probability that allows to price products under this new measure. We identify some best model for demand and offer and market maker strategy and show that probability change is obvious in case of imperfect information about the value of the product. Fourth chapter generalizes this approach to the case of general payoffs and continuous time. The task is more complex and we just derive partial derivative equations from dynamic programming that enable us to give the bid-ask prices of the product traded by the market-maker. One result is that, in most models, bid-ask spread does not depend on the inventory held by the dealer whereas mid-quote price strongly reflects the unbalance of the dealer
Matthews, Gregory J. "Improved paired comparison models for NFL point spreads by data transformation." Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-050505-144934/.
Full textSchwalbach, Bettina Spreng David. "Die rheumatoide Polyarthritis beim Hund ... Bettina Schwalbach, David Spreng." Bern, 1991. http://www.ub.unibe.ch/content/bibliotheken_sammlungen/sondersammlungen/dissen_bestellformular/index_ger.html.
Full textBooks on the topic "Spread betting"
Ford, Gary. Systems trading for spread betting: An end-to-end guide for developing spread betting systems. Petersfield: Harriman House, 2008.
Find full textFieldhouse, Stuart. The Financial times guide to spread betting. Harlow, England: Longman, 2012.
Find full textNicholl, Sally. Bets and the city: Sally Nicoll's spread betting diary. Petersfield: Harriman House, 2006.
Find full textBaltazar, Michelle. Beginner's guide to financial spread betting: Step-by-step instructions and winning strategies. Petersfield: Harriman House, 2008.
Find full textBook chapters on the topic "Spread betting"
Stern, Hal S. "Point Spread and Odds Betting: Baseball, Basketball, and American Football." In Handbook of Sports and Lottery Markets, 223–37. Elsevier, 2008. http://dx.doi.org/10.1016/b978-044450744-0.50014-7.
Full textTwomey, Paul M. "Market efficiency of the 50–30–20–10 horse-racing spread betting market." In Information Efficiency in Financial and Betting Markets, 277–86. Cambridge University Press, 2005. http://dx.doi.org/10.1017/cbo9780511493614.013.
Full textKandler, Anne, and Fabio Caccioli. "Networks, Homophily, and the Spread of Innovations." In The Connected Past. Oxford University Press, 2016. http://dx.doi.org/10.1093/oso/9780198748519.003.0016.
Full textHuler, Scott. "The Corps’s Work Is Never Done." In A Delicious Country, 47–68. University of North Carolina Press, 2019. http://dx.doi.org/10.5149/northcarolina/9781469648286.003.0004.
Full textConference papers on the topic "Spread betting"
Birge, John R., Yifan Feng, N. Bora Keskin, and Adam Schultz. "Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors." In EC '19: ACM Conference on Economics and Computation. New York, NY, USA: ACM, 2019. http://dx.doi.org/10.1145/3328526.3329646.
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