IDEAS home Printed from https://ideas.repec.org/a/bla/jbfnac/v39y2012i7-8p1131-1159.html
   My bibliography  Save this article

Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets

Author

Listed:
  • Ming-Chien Sung
  • Johnnie E. V. Johnson
  • John Peirson

Abstract

No abstract is available for this item.

Suggested Citation

  • Ming-Chien Sung & Johnnie E. V. Johnson & John Peirson, 2012. "Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(7-8), pages 1131-1159, September.
    • Handle: RePEc:bla:jbfnac:v:39:y:2012:i:7-8:p:1131-1159
    DOI: j.1468-5957.2012.02300.x
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1468-5957.2012.02300.x
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/j.1468-5957.2012.02300.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sung, Ming-Chien & McDonald, David C.J. & Johnson, Johnnie E.V., 2016. "Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1021-1030.
    2. Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019. "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5817-5828, November.
    3. Suhonen, Niko & Saastamoinen, Jani & Kainulainen, Tuomo & Forrest, David, 2018. "Is timing everything in horse betting? Bet amount, timing and bettors’ returns in pari-mutuel wagering markets," Economics Letters, Elsevier, vol. 173(C), pages 97-99.
    4. Costa Sperb, L.F. & Sung, M.-C. & Ma, T. & Johnson, J.E.V., 2022. "Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1142-1157.
    5. Sperb, Luis Felipe Costa & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun, 2019. "Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 35(1), pages 321-335.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jbfnac:v:39:y:2012:i:7-8:p:1131-1159. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0306-686X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.