A5083395884- Sports Analytics and Performance
- Financial Markets and Investment Strategies
- Consumer Market Behavior and Pricing
- Gambling Behavior and Treatments
- Forecasting Techniques and Applications
- Decision-Making and Behavioral Economics
- Stock Market Forecasting Methods
- Complex Systems and Time Series Analysis
- Law, Economics, and Judicial Systems
- Market Dynamics and Volatility
- Housing Market and Economics
- Insurance and Financial Risk Management
- Economic and Environmental Valuation
- Healthcare Policy and Management
- Global Financial Crisis and Policies
- Firm Innovation and Growth
- Corporate Finance and Governance
- Monetary Policy and Economic Impact
- Climate Change Communication and Perception
- Cognitive and developmental aspects of mathematical skills
- Genetic and phenotypic traits in livestock
- Insurance, Mortality, Demography, Risk Management
- Economic theories and models
- Agricultural risk and resilience
- Digital Marketing and Social Media
University of Southampton
2013-2023
Decision Sciences (United States)
2013
Demographic characteristics of socially responsible investors (SRIs) are likely to play a significant role in shaping their perceptions and behaviour concerning corporate social responsibility (CSR). This paper identifies demographic SRIs explores the relationship these with CSR attitudes. We analyse, using generalized ordered logistic regression, questionnaire responses 2464 from 20 countries. The results demonstrate that younger female more believe company's environmental performance is as...
Research on human attention indicates that objects stand out from their surroundings, i.e., salient objects, attract the of our sensory channels and receive undue weighting in decision-making process. In financial realm, salience theory predicts individuals will find assets with upsides (downsides) appealing (unappealing). We investigate whether this can explain investor behaviour cryptocurrency market. Consistent theory's predictions, using a sample 1738 cryptocurrencies, we...
This paper comprehensively examines the performance of a host popular variables to predict Bitcoin returns. We show that time-series momentum, economic policy uncertainty, and financial uncertainty outperform other predictors in all in-sample, out-of-sample, asset allocation tests. returns have no exposure common stock bond market factors but rather are affected by Bitcoin-specific external factors.
This paper examines the degree to which individuals tend be overconfident in their judgements and identifies implications for those trading prediction markets. The findings from laboratory-based psychological studies of overconfidence are compared contrasted with financial market studies. broad conclusion this literature survey is that a widespread phenomenon influenced by number factors, such as, difficulty judgement task, amount nature outcome feedback, gender culture decision maker. It...
This paper compares two approaches to predicting outcomes in a speculative market, the horse race betting market. In particular, nature of one-and two-step conditional logit procedures involving process for exploding choices et are outlined, their strengths and weaknesses compared irrelative effectiveness is evaluated by winning probabilities races at UK racetrack. The models incorporate variables which widely recognised as having predictive power should therefore be effectively discounted...
Risk-information framing can be a powerful tool for aiding the communication of risk and improving decision making. However, little work has investigated extent that these effects depend on characteristics perceiver. In our study, we examine whether different risk-pricing formats risky choices are same all individuals, no matter their domain experience or cultural background, there interactions between factors. Survey 1 revealed three choice problem resulted in individuals making (preference...
This paper examines the degree to which current prices discount historical in a market for state contingent claims. Conditional logit analysis is employed predict winning probabilities, based on betting market. These are used, together with various wagering strategies yield substantial abnormal returns. Consequently, contrast existing literature, results suggest that not weak form efficient. The disparity previous efficiency studies highlights importance of considering ecology and adopting...
The Stock Market Capitalization (SMC) of a country, defined as the aggregated market value equity companies in respective market, is commonly used to measure widening and deepening stock activity. SMC also influences economic growth predictions public consensus concerning market. However, no previous work has examined role this variable plays process financial integration. This article provides an argument for use means deciding which countries are acting leaders creating fully integrated...
Evidence of differential returns to bets placed with different probabilities success has revealed a broadly systematic tendency for low/high‐probability events be relatively overbet/underbet, phenomenon known as the favourite–longshot bias. While most literature focuses on sports, especially horse racing, we report here existence same in online poker games. We find that misperception rather than risk‐love offers best explanation behaviour identify. This paper contributes more general...
Abstract: This study explores the extent of mispricing in a market for state contingent claims that is commonly believed to be efficient, UK horserace betting market. We develop conditional logit models weekend and weekday markets show prices are inefficient at weekends when presence larger proportion less informed bettors results mispricing. A Kelly investment strategy focused on high probability outcomes such yields considerable positive returns. identify need research exploring...
We model the effect of online information search across mobile (smartphone and tablet) nonmobile (personal computer [PC], both desktop laptop) platforms on frequency purchasing per shopping session. Using clickstream data from a multinational retailer, we find that device modality drives purchase frequency, likely due to differential ease use PCs, tablets, smartphones. In particular, completed orders is highest when completion are highly convenient, such as via tablet. also determine in form...
Abstract This paper investigates the origins of a widespread decision bias in betting markets, favorite‐longshot (FLB); particular, whether it is caused by cognitive errors on part bettors or pricing policies bookmakers. The methodology based previous literature, which has suggested that: (i) races, as tasks for bettors, can be distinguished their degree complexity and attractiveness to those with access privileged information (insiders), (ii) increase increases, (iii) bookmakers set odds...