Fundamentals or Noise? Evidence from the Professional Basketball Betting Market

Author:

BROWN WILLIAM O.,SAUER RAYMOND D.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference19 articles.

1. An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy;Abel;Journal of Monetary Economics,1983

2. Using daily stock returns: The case of event studies;Brown;Journal of Financial Economics,1985

3. Does the basketball market believe in the hot hand?;Camerer;American Economic Review,1989

4. Volatility tests and efficient markets: A review essay;Cochrane;Journal of Monetary Economics,1991

5. Explaining the variance of price-dividend ratios;Cochrane;Review of Financial Studies,1992

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