大葉大學圖書館 |

Information efficiency in financial and betting markets /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332/.01/154
書名/作者:	Information efficiency in financial and betting markets // edited by Leighton Vaughan Williams.
其他題名:	Information Efficiency in Financial & Betting Markets
其他作者:	Vaughan Williams, Leighton,
面頁冊數:	1 online resource (xvii, 392 pages) : : digital, PDF file(s).
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Capital market - Mathematical models.
標題:	Gambling - Mathematical models.
標題:	Efficient market theory - Mathematical models.
標題:	Information theory in economics.
ISBN:	9780511493614 (ebook)
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1017/CBO9780511493614

Information efficiency in financial and betting markets /
Information efficiency in financial and betting markets /Information Efficiency in Financial & Betting Marketsedited by Leighton Vaughan Williams. - 1 online resource (xvii, 392 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Information efficiency in financial markets /Leighton Vaughan Williams --1.

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.

ISBN: 9780511493614 (ebook)Subjects--Topical Terms:

404971
Capital market
--Mathematical models.

LC Class. No.: HG4523 / .V35 2005

Dewey Class. No.: 332/.01/154

Information efficiency in financial and betting markets /
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505 0 0 $g 1. $t Information efficiency in financial markets / $r Leighton Vaughan Williams -- $g 2. $t Weak form information efficiency in betting markets / $r Leighton Vaughan Williams -- $g 3. $t Semi-strong and strong form information efficiency in betting markets / $r Leighton Vaughan Williams -- $g 4. $t An assessment of quasi-arbitrage opportunities in two fixed-odds horse-race betting markets / $r Michael A. Smith, David Paton and Leighton Vaughan Williams -- $g 5. $t The presence of favourites and biases in bookmakers' odds / $r William Collier and John Peirson -- $g 6. $t Searching for semi-strong form inefficiency in the UK racetrack betting market / $r Ming-Chien Sung, Johnnie E.V. Johnson and Alistair C. Bruce.
520 $a 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.
650 0 $a Capital market $x Mathematical models. $3 404971
650 0 $a Gambling $x Mathematical models. $3 644887
650 0 $a Efficient market theory $x Mathematical models. $3 644888
650 0 $a Information theory in economics. $3 435956
700 1 $a Vaughan Williams, Leighton, $e editor. $3 644886
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