书目详细信息
： Information efficiency in financial and betting markets /
书目信息 机读格式(MARC)
| ISBN： | 9780521108171 (pbk.) : |
|---|---|
| ISBN： | 0521108179 (pbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 题名： | Information efficiency in financial and betting markets / Edited by Leighton Vaughan Williams. |
| 索书号： | F830.9/W721E |
| 出版发行项： | Cambridge : Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press : [distributor] Cambridge University Press (South Africa) : [distributor] Cambridge University Press, 2009. |
| 载体形态： | 412 p. : 23 figures, 33 ; 23x15x2 cm. |
| 一般附注： | Paperback. Trade paperback (US). |
| 格式化内容附注： | List of figures-- List of tables-- List of contributors-- Introduction-- Part I: The Concept of Information Efficiency: 1. Information efficiency in financial markets Leighton Vaughan Williams-- 2. Weak form information efficiency in betting markets Leighton Vaughan Williams-- 3. Semi-strong and strong form information efficiency in betting markets Leighton Vaughan Williams-- Part II. Selected Readings: 4. An assessment of quasi-arbitrage opportunities in two fixed-odds horse-race betting markets Michael A. Smith, David Paton and Leighton Vaughan Williams-- 5. The presence of favourites and biases in bookmakers' odds William Collier and John Peirson-- 6. Searching for semi-strong form inefficiency in the UK racetrack betting market Ming-Chien Sung, Johnnie E. V. Johnson and Alistair C. Bruce-- 7. Models, markets, polls and pundits: a case study of information efficiency Leighton Vaughan Williams-- 8. Longshot bias: insights from the betting market on men's professional tennis David Forrest and Ian McHale-- 9. Biases and insider trading in exotic bets on thoroughbreds Les Coleman and Martin McGrath-- 10. On the improbability of information efficient parimutuel betting markets in the presence of heterogeneous beliefs William Hurley and Lawrence McDonough-- 11. Modelling gambling demand in a laboratory casino: discovering the importance of individual-specific effects W. David Walls and Patrick J. Harvey-- 12. Market efficiency of the 50-30-20-10 horse-racing spread betting market Paul M. Twomey-- 13. Insider trading and bias in a market for state-contingent claims Adi Schnytzer and Yuval Shilony-- 14. Rationality and efficiency in lotto games Victor A. Matheson and Kent R. Grote-- 15. Efficiency of the odds on English professional football matches David Forrest and Robert Simmons-- 16. Modelling distance preference in flat racing via average velocity David Edelman-- 17. Testing for market efficiency in gambling markets: some observations and new statistical tests based on a bootstrap method Ivan A. Paya, David A. Peel, David Law and John Peirson-- 18. Informa |