Hittauppsatser.se

Uppsats

The power of momentum: An analysis of momentum extremes within sports betting

Kandidat-uppsats

Hellman, Carl

Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

Publicerad: 2022

Språk: Engelska

Nyckelord

klicka för att söka
⌕Asset pricing⌕cognitive bias⌕behavioral finance⌕financial markets⌕misreaction

Sammanfattning

In this paper I examine 20862 betting contracts within the sport of soccer for the last decade within 5 major leagues. I perform tests of pricing anomalies for different instances of momentum by using sports betting as a laboratory environment. I find evidence of overreaction within the general price movements and for standard momentum portfolios. I do not find sufficient evidence to conclude the economic magnitude of momentum extremes which could be explained by the characteristics of the chosen dataset.

Information

Författare
Hellman, Carl
Lärosäte / institution
Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Publiceringsdatum
2022
Uppsatstyp
Kandidat-uppsats
Språk
Engelska
Nyckelord
⌕Asset pricing⌕cognitive bias⌕behavioral finance⌕financial markets⌕misreaction

Utforska vidare

Liknande uppsatser

Uppsatser med liknande ämnen och nyckelord.