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The Market Impact of Trends and Sequences in Performance: New Evidence

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Cited by:

  1. Michael Sinkey & Trevon Logan, 2014. "Does the Hot Hand Drive the Market? Evidence from College Football Betting Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 40(4), pages 583-603, September.
  2. Choi, Darwin & Hui, Sam K., 2014. "The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 614-629.
  3. Durand, Robert B. & Patterson, Fernando M. & Shank, Corey A., 2021. "Behavioral biases in the NFL gambling market: Overreaction to news and the recency bias," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  4. Guillermo Baquero & Marno Verbeek, 2022. "Hedge Fund Flows and Performance Streaks: How Investors Weigh Information," Management Science, INFORMS, vol. 68(6), pages 4151-4172, June.
  5. Doron Sonsino & Tal Shavit, 2014. "Return prediction and stock selection from unidentified historical data," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 641-655, April.
  6. Andrikogiannopoulou, Angie & Papakonstantinou, Filippos, 2017. "Individual reaction to past performance sequences: evidence from a real marketplace," LSE Research Online Documents on Economics 87997, London School of Economics and Political Science, LSE Library.
  7. Joshua B. Miller & Adam Sanjurjo, 2018. "Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers," Econometrica, Econometric Society, vol. 86(6), pages 2019-2047, November.
  8. Justin Cox & Adam L. Schwartz & Bonnie F. Van Ness & Robert A. Van Ness, 2021. "The Predictive Power of College Football Spreads: Regular Season Versus Bowl Games," Journal of Sports Economics, , vol. 22(3), pages 251-273, April.
  9. Pelster, Matthias, 2020. "The gambler’s and hot-hand fallacies: Empirical evidence from trading data," Economics Letters, Elsevier, vol. 187(C).
  10. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Cold Shower for the Hot Hand Fallacy: Robust Evidence that Belief in the Hot Hand is Justified," OSF Preprints pj79r, Center for Open Science.
  11. Elena Asparouhova & Michael Hertzel & Michael Lemmon, 2009. "Inference from Streaks in Random Outcomes: Experimental Evidence on Beliefs in Regime Shifting and the Law of Small Numbers," Management Science, INFORMS, vol. 55(11), pages 1766-1782, November.
  12. Angie Andrikogiannopoulou & Filippos Papakonstantinou, 2018. "Individual Reaction to Past Performance Sequences: Evidence from a Real Marketplace," Management Science, INFORMS, vol. 64(4), pages 1957-1973, April.
  13. Wu, Chen-Hui & Wu, Chin-Shun & Liu, Victor W., 2009. "The conservatism bias in an emerging stock market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 494-505, September.
  14. Roger K. Loh & Mitch Warachka, 2012. "Streaks in Earnings Surprises and the Cross-Section of Stock Returns," Management Science, INFORMS, vol. 58(7), pages 1305-1321, July.
  15. Greg Durham & Mukunthan Santhanakrishnan, 2008. "The Relative Importance of Strength and Weight in Processing New Information in the College Football Betting Market," Journal of Prediction Markets, University of Buckingham Press, vol. 2(2), pages 13-28, September.
  16. Tobias J. Moskowitz, 2021. "Asset Pricing and Sports Betting," Journal of Finance, American Finance Association, vol. 76(6), pages 3153-3209, December.
  17. Pastoriza, David & Alegre, Inés & Canela, Miguel A., 2021. "Conditioning the effect of prize on tournament self-selection," Journal of Economic Psychology, Elsevier, vol. 86(C).
  18. Marshall, Ben R., 2009. "How quickly is temporary market inefficiency removed?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 917-930, August.
  19. Frieder, Laura, 2008. "Investor and price response to patterns in earnings surprises," Journal of Financial Markets, Elsevier, vol. 11(3), pages 259-283, August.
  20. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Bridge from Monty Hall to the Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice," OSF Preprints dmgtp, Center for Open Science.
  21. Joshua B. Miller & Adam Sanjurjo, 2015. "Surprised by the Gambler’s and Hot Hand Fallacies? A Truth in the Law of Small Numbers," Working Papers 552, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  22. Joshua B. Miller & Adam Sanjurjo, 2019. "Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers," Papers 1902.01265, arXiv.org.
  23. Joshua B. Miller & Adam Sanjurjo, 2014. "A Cold Shower for the Hot Hand Fallacy," Working Papers 518, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  24. Gil Aharoni & Oded H. Sarig, 2012. "Hot hands and equilibrium," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2309-2320, June.
  25. Miller, Joshua B. & Sanjurjo, Adam, 2021. "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, vol. 138(C).
  26. Joshua B. Miller & Adam Sanjurjo, 2015. "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," Working Papers 548, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  27. Greg Durham & Mukunthan Santhanakrishnan, 2012. "Point-Spread Wagering Markets' Analogue to Realized Return in Financial Markets," Journal of Sports Economics, , vol. 13(5), pages 554-566, October.
  28. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Visible (Hot) Hand? Expert Players Bet on the Hot Hand and Win," OSF Preprints sd32u, Center for Open Science.
  29. Shank, Corey A., 2022. "Information asymmetry in the NFL gambling market: Inside information versus informed bettors," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  30. Murtha, Brian R., 2013. "Peaking at the right time: Perceptions, expectations, and effects," Organizational Behavior and Human Decision Processes, Elsevier, vol. 120(1), pages 62-72.
  31. Nikolaos Vlastakis & George Dotsis & Raphael N. Markellos, 2009. "How efficient is the European football betting market? Evidence from arbitrage and trading strategies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 426-444.
  32. Greg Durham & Tod Perry, 2008. "The Impact of Sentiment on Point Spreads in the College Football Wagering Market," Journal of Prediction Markets, University of Buckingham Press, vol. 2(1), pages 1-27, May.
  33. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," OSF Preprints dmksp, Center for Open Science.
  34. Jing Chen, 2005. "Information Theory and Market Behavior," Finance 0503009, University Library of Munich, Germany.
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