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Cited by 172

The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.

Identifying Investor Sentiment from Price Paths: The Case of Football Betting

Avery, Christopher, Chevalier, Judith·1999·The Journal of Business
DOI 10.1086/209625
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Abstract

We examine the hypothesis that sentimental bettors can affect the path of prices in football betting markets. We hypothesize that sentimental traders follow the advice of false experts, believe excessively in momentum strategies, bet excessively on teams that are well known and covered in the media. We generate proxies for these sources of sentiment and show that point spreads move predictably over the course of the week, partially in response to variables known prior to the opening of betting. We show that a betting strategy of betting against the predicted movement in the point spread is borderline profitable. Copyright 1999 by University of Chicago Press.

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Metadata

Authors
Avery, C., & Chevalier, J.
Venue
The Journal of Business
Publisher
University of Chicago Press
Published
1999-10
Volume
72
Issue
4
Pages
493-521
ISSN
  • 0021-9398 (ISSN-L)
  • 1537-5374
DOI
10.1086/209625
OpenAlex
W2065890646
Cited by
172
References
5
FWCI
5.47
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Identifying Investor Sentiment from Price Paths: The Case of Football Betting. https://app.cochat.ai/papers/10.1086/209625
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Avery, C., & Chevalier, J. (1999). Identifying Investor Sentiment from Price Paths: The Case of Football Betting. The Journal of Business. https://doi.org/10.1086/209625

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.