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Salvatore Caruso and Giuseppe Pernagallo
''On the efficiency of online soccer betting markets: a new methodology based on symbolic series''
( 2021, Vol. 41 No.3 )
We propose a new methodology based on symbolic series to test the weak form of efficiency for soccer betting markets. This purpose was accomplished by introducing a definition of returns for betting markets and then creating binary series using the notion of excess returns. We present an application of the method using Serie A and Premier League data.
Keywords: Econometric Modelling; Efficient Market Hypothesis; Financial Economics; Information Theory
JEL: C5 - Econometric Modeling: General
G1 - General Financial Markets
Manuscript Received : Jun 16 2021 Manuscript Accepted : Sep 17 2021

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