Karen Croxson
Biographic Data
| ID | 5732007 |
|---|---|
| NAME | Karen Croxson |
| GIVEN NAMES | Karen |
| FAMILY NAME | Croxson |
| SIGNATURE | CROXSON K |
| AFFILIATIONS | University of Oxford and the Oxford–Man Institute of Quantitative Finance |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 6 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2014 |
| LATEST PUBLICATION YEAR | 2014 |
| H-INDEX | 1 |
Information and Efficiency: Goal Arrival in Soccer Betting
An efficient market incorporates news into prices immediately and fully. Tests for efficiency in financial markets have been undermined by information leakage. We test for efficiency in sports betting markets – real-world markets where news breaks remarkably cleanly. Applying a novel identification to high-frequency data, we investigate the reaction of prices to goals scored on the ‘cusp’ of half-time. This strategy allows us to separate the mark…
Information and Efficiency: Goal Arrival in Soccer Betting
An efficient market incorporates news into prices immediately and fully. Tests for efficiency in financial markets have been undermined by information leakage. We test for efficiency in sports betting markets – real-world markets where news breaks remarkably cleanly. Applying a novel identification to high-frequency data, we investigate the reaction of prices to goals scored on the ‘cusp’ of half-time. This strategy allows us to separate the mark…
Information and Efficiency: Goal Arrival in Soccer Betting
An efficient market incorporates news into prices immediately and fully. Tests for efficiency in financial markets have been undermined by information leakage. We test for efficiency in sports betting markets – real-world markets where news breaks remarkably cleanly. Applying a novel identification to high-frequency data, we investigate the reaction of prices to goals scored on the ‘cusp’ of half-time. This strategy allows us to separate the mark…
Computer Science (1 works) · Decision-Making and Behavioral Economics (1 works) · Engineering (1 works) · Financial Markets and Investment Strategies (1 works) · History (1 works) · History (1 works) · Library science (1 works) · Operations research (1 works) · Political science (1 works) · Sports Analytics and Performance (1 works)