Information efficiency in financial and betting markets
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York
Cambridge Univ. Press
2005
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| Online-Zugang: | Inhaltsverzeichnis Klappentext |
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| 650 | 4 | |a Gambling |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1819632745309011968 |
|---|---|
| adam_text | Contents
List of figures page ix
List of tables xi
List of contributors xiii
Introduction
Part I The concept of information efficiency
1
LEIGHTON VAUGHAN WILLIAMS
2
LEIGHTON VAUGHAN WILLIAMS
3
markets
LEIGHTON VAUGHAN WILLIAMS
Part II Selected readings
4
horse-race betting markets
MICHAEL A. SMITH, DAVID PATON AND LEIGHTON VAUGHAN
WILLIAMS
5
WILLIAM COLLIER AND JOHN PEIRSON
6
betting market
MING-CHIEN SUNG, JOHNNIE E. V. JOHNSON AND ALISTAIR
C.BRUCE
VU
vüi Contents
7
information efficiency
LEIGHTON VAUGHAN WILLIAMS
8
professional tennis
DAVID FORREST AND IAN MCHALE
9
LES
10
betting markets in the presence of heterogeneous beliefs
WILLIAM HURLEY AND LAWRENCE MCDONOUGH
11
discovering the importance of individual-specific effects
W. DAVID WALLS AND PATRICK J. HARVEY
12
betting market
PAUL
13
claims
ADI SCHNYTZER AND YUVAL SHILONY
14
VICTOR A. MATHESON AND KENT R. GROTE
15
DAVID FORREST AND ROBERT SIMMONS
16
velocity
DAVID EDELMAN
17
observations and new statistical tests based on
a bootstrap method
IVAN
AND JOHN PEIRSON
18
ERIK SNOWBERG, JUSTIN WOLFERS AND
Index
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 is the first book to review
and analyse the issue of information efficiency in both
financial and betting markets. Part i is an extensive
survey of the existing literature, while Part
a range of new 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.
|
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| isbn | 0521816033 |
| language | English |
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| spellingShingle | Vaughan Williams, Leighton Information efficiency in financial and betting markets Mathematisches Modell Capital market Mathematical models Gambling Mathematical models Efficient market theory Mathematical models Information theory in economics Spiel (DE-588)4056218-9 gnd Informationseffizienz (DE-588)4277107-9 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4056218-9 (DE-588)4277107-9 (DE-588)4073788-3 (DE-588)4143413-4 |
| title | Information efficiency in financial and betting markets |
| title_auth | Information efficiency in financial and betting markets |
| title_exact_search | Information efficiency in financial and betting markets |
| title_full | Information efficiency in financial and betting markets Leighton Vaughan Williams |
| title_fullStr | Information efficiency in financial and betting markets Leighton Vaughan Williams |
| title_full_unstemmed | Information efficiency in financial and betting markets Leighton Vaughan Williams |
| title_short | Information efficiency in financial and betting markets |
| title_sort | information efficiency in financial and betting markets |
| topic | Mathematisches Modell Capital market Mathematical models Gambling Mathematical models Efficient market theory Mathematical models Information theory in economics Spiel (DE-588)4056218-9 gnd Informationseffizienz (DE-588)4277107-9 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Mathematisches Modell Capital market Mathematical models Gambling Mathematical models Efficient market theory Mathematical models Information theory in economics Spiel Informationseffizienz Kreditmarkt Aufsatzsammlung |
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