Revealing weak-form inefficiency in a market for state contingent claims: the importance of market ecology, modelling procedures and investment strategies
Sung, M. and Johnson, J.E.V. (2012) Revealing weak-form inefficiency in a market for state contingent claims: the importance of market ecology, modelling procedures and investment strategies. In, Vaughan Williams, Leighton (ed.) The Economics of Gambling and National Lotteries. Cheltenham, GB, Edward Elgar Collection Series, 152-171.
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| Item Type: | Book Section |
|---|---|
| Additional Information: | Due for publication April 2012 |
| ISBNs: | 9781843763444 (hardback) |
| Related URLs: | |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management |
| Divisions: | Faculty of Business and Law > Southampton Management School > Management Science |
| Item ID: | 201835 |
| Date Deposited: | 03 Nov 2011 09:59 |
| Last Modified: | 21 Aug 2012 16:25 |
| Contributors: | Sung, M. (Author) Johnson, J.E.V. (Author) Vaughan Williams, Leighton (Editor) |
| Date: | 2012 |
| Additional Information: | Due for publication April 2012 |
| Status: | Published |
| Publisher: | Edward Elgar Collection Series |
| URI: | http://eprints.soton.ac.uk/id/eprint/201835 |
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