Essays about: "Carl Hellman"

Found 1 essay containing the words Carl Hellman.

  1. 1. The power of momentum: An analysis of momentum extremes within sports betting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Hellman; [2022]
    Keywords : Behavioral finance; Financial markets; Asset pricing; Cognitive bias; misreaction;

    Abstract : In this paper I examine 20862 betting contracts within the sport of soccer for the last decade within 5 major leagues. I perform tests of pricing anomalies for different instances of momentum by using sports betting as a laboratory environment. I find evidence of overreaction within the general price movements and for standard momentum portfolios. READ MORE