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Information Efficiency in Financial and Betting Markets

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  • Vaughan Williams,Leighton

Abstract

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.

Suggested Citation

  • Vaughan Williams,Leighton (ed.), 2005. "Information Efficiency in Financial and Betting Markets," Cambridge Books, Cambridge University Press, number 9780521816038.
  • Handle: RePEc:cup:cbooks:9780521816038
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    Cited by:

    1. Alasdair Brown, 2011. "Evidence of in-play insider trading on a UK betting exchange," Post-Print hal-00670250, HAL.
    2. David Paton & Donald S. Siegel & Leighton Vaughan Williams, 2009. "The Growth of Gambling and Prediction Markets: Economic and Financial Implications," Economica, London School of Economics and Political Science, vol. 76(302), pages 219-224, April.

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