UID:
almafu_9959231177202883
Format:
1 online resource (xvii, 392 pages) :
,
digital, PDF file(s).
ISBN:
1-107-14479-5
,
1-280-25603-6
,
0-511-12763-4
,
0-511-12781-2
,
0-511-19995-3
,
0-511-49361-4
,
0-511-32685-8
,
0-511-12728-6
Content:
The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
Information efficiency in financial markets /
,
Weak form information efficiency in betting markets /
,
Semi-strong and strong form information efficiency in betting markets /
,
An assessment of quasi-arbitrage opportunities in two fixed-odds horse-race betting markets /
,
The presence of favourites and biases in bookmakers' odds /
,
Searching for semi-strong form inefficiency in the UK racetrack betting market /
,
English
Additional Edition:
ISBN 0-521-10817-9
Additional Edition:
ISBN 0-521-81603-3
Language:
English
Subjects:
Economics
URL:
Volltext
(lizenzpflichtig)
URL:
https://doi.org/10.1017/CBO9780511493614
URL:
https://doi.org/10.1017/CBO9780511493614