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[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]

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Higher moments, extreme returns, and cross-section of cryptocurrency returns

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Gambling, Risk Appetite and Asset Pricing

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A measure of the propensity to gamble in casinos constructed without any asset price data provides relevant information for asset pricing. This measure of risk appetite improves the fit of conditional asset pricing models such as the conditional CAPM, explains cross-sectional differences in...

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Stocks with extreme past returns : lotteries or insurance?

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The Analysis of Sports Forecasting : Modeling Parallels between Sports Gambling and Financial Markets

Mallios, William S. - 2000

Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly …. In this non-random walk through financial and sports gambling markets, parallels are drawn between modeling short term … explanation for the negative forecasting results. The Analysis of Sports Forecasting: Modeling Parallels Between Sports Gambling …