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Tests of option market efficiency : a high frequency data and common volatility component approach

Poon, Ser-Huang; Pope, Peter F. - 1999

Persistent link: https://www.econbiz.de/10001473012

Trading volatility spreads : a test of index option market efficiency

Poon, Ser-Huang; Pope, Peter F. - In: European financial management : the journal of the … 6 (2000) 2, pp. 235-260

Persistent link: https://www.econbiz.de/10001474534

Navigating the factor zoo around the world : an institutional investor perspective

Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703

Persistent link: https://www.econbiz.de/10012588809

Simulating stock returns under switching regimes ; a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - 2006

Persistent link: https://www.econbiz.de/10003322804

Simulating stock returns under switching regimes - a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - In: Economics letters 94 (2007) 2, pp. 235-239

Persistent link: https://www.econbiz.de/10003417284

Testing for market efficiency in gambling markets : some observations and new statistical tests based on a bootstrap method

Paya, Ivan A.; Peel, David; Law, David; Peirson, John - In: Information efficiency in financial and betting markets, (pp. 346-365). 2005

Persistent link: https://www.econbiz.de/10003238566

Systematic positive expected returns in the UK fixed odds betting market : an analysis of the Fink Tank predictions

Buraimo, Babatunde; Peel, David; Simmons, Robert - In: International Journal of Financial Studies : open … 1 (2013) 4, pp. 168-182

We report striking evidence of semi-strong inefficiency in the UK fixed-odds football betting market using a reputable newspaper tipster which offers probabilities of match outcomes rather than simple result indicators. Betting on the Fink Tank probabilities of home wins across 10 bookmakers,...

Persistent link: https://www.econbiz.de/10010243562

Simulating stock returns under switching regimes : a new test of market efficiency

Meenagh, David (contributor); Minford, Patrick (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390751

Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap

Ioannidis, Christos; Peel, David - In: Economics letters 87 (2005) 2, pp. 221-226

Persistent link: https://www.econbiz.de/10002837387