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標題: | 市場效率測試: 以美國NFL和NBA運動博弈市場為例 Testing Market Efficiency: Evidence from American NFL and NBA Sport Gambling Market |
作者: | Tien-Chun Wang 王天均 |
指導教授: | 謝德宗 |
關鍵字: | 網際網路,市場效率,訊息流通, Internet,Market efficiency,Information transferred, |
出版年 : | 2012 |
學位: | 碩士 |
摘要: | 市場效率一直是經濟學者探討的重點,尤其效率市場臆說更被視為效率市場的基石,然而許多學者研究指出市場存在不效率的狀況。運動博弈提供一個良好的效率測試環境,本文嘗試探討市場環境改變的狀況下,能否如效率市場臆說所假設,顯著改善市場效率。
由於網際網路的發展,使得市場資訊流通狀況得以提升,網際網路提高人們取得訊息便利性、取得訊息成本大幅降低,有助於市場效率運行。是以有關於市場效率的研究,將可依據網路發展後的資料,再做更深入探討,並且驗證網路是否會對市場效率造成影響。運動博弈市場也隨著網路發展產生變化,本文以近期網際網路發展後的資料作分析,來探討網際網路對於運動博弈市場效率的影響。 Market efficiency is always the emphasis for economist. Efficient market hypothesis is the fundamental theory for market efficiency. But some economist’s research point out that there are some inefficiency in the market. Sport gambling markets offer a great market condition for testing market efficiency. This paper is aimed to clarify if the market condition was improved, whether the market efficiency can be improved, too. As a result of the developing of internet, information transformation is highly enhanced. The cost of getting information is lower than before. The sport gambling markets are influenced by internet. This paper tries to use sport gambling markets for testing the impact from internet and how it affects the sport gambling market. Would it be an efficient market when the market inefficient friction was disappeared? |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/64142 |
全文授權: | 有償授權 |
顯示於系所單位: | 經濟學系 |
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