Information Efficiency in Financial and Betting Markets (Paperback)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	April 2009
First published:	April 2009
Editors:	Leighton Vaughan-Williams
Dimensions:	229 x 152 x 23mm (L x W x T)
Format:	Paperback - Trade
Pages:	412
ISBN-13:	978-0-521-10817-1
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Business & Economics > Finance & accounting > General Books > Business & Economics > Business & management > International business Books > Business & Economics > Industry & industrial studies > Service industries > Financial services industry Promotions
LSN:	0-521-10817-9
Barcode:	9780521108171

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