Hidden power of trading activity: the FLB in tennis betting exchanges

This paper examines the impact of trading activity on the Favourite-Longshot Bias (FLB) in tennis Betting Exchanges, using direct measures such as betting volume, average bet and standard deviation of the odds. According to predictions based on Disagreement Models, odds mispricing is positively asso...

Descripción completa

Detalles Bibliográficos
Autores: Abinzano Guillén, María Isabel, Muga Caperos, Luis Fernando, Santamaría Aquilué, Rafael
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2017
País:España
Institución:Universidad Pública de Navarra
Repositorio:Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
OAI Identifier:oai:academica-e.unavarra.es:2454/25857
Acceso en línea:https://hdl.handle.net/2454/25857
Access Level:acceso abierto
Palabra clave:Betting exchanges
Trading activity
Favourite-longshot bias
Behavioral finance
Descripción
Sumario:This paper examines the impact of trading activity on the Favourite-Longshot Bias (FLB) in tennis Betting Exchanges, using direct measures such as betting volume, average bet and standard deviation of the odds. According to predictions based on Disagreement Models, odds mispricing is positively associated with trading volume but negatively associated with the presence of institutional bettors. The FLB is also positively related to the degree of uncertainty in the market. The existence of two simultaneous markets (a “main” and an “alternative” market) in this specific sports-betting environment has enabled us to observe that the relative amount of attention given to the favourite versus that given to the long shot is positively associated with the FLB. Finally, information is more rapidly incorporated into the odds in the market that receives more attention from bettors, an effect that is intensified by the arbitrage and hedging that occurs between the two markets.