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Revealing weak-form inefficiency in a market for state contingent claims: the importance of market ecology, modelling procedures and investment strategies

Revealing weak-form inefficiency in a market for state contingent claims: the importance of market ecology, modelling procedures and investment strategies
Revealing weak-form inefficiency in a market for state contingent claims: the importance of market ecology, modelling procedures and investment strategies
978 1 84376 344 4
152-171
Edward Elgar Collection Series
Sung, M.
2114f823-bc7f-4306-a775-67aee413aa03
Johnson, J.E.V.
6d9f1a51-38a8-4011-a792-bfc82040fac4
Vaughan Williams, Leighton
Sung, M.
2114f823-bc7f-4306-a775-67aee413aa03
Johnson, J.E.V.
6d9f1a51-38a8-4011-a792-bfc82040fac4
Vaughan Williams, Leighton

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, pp. 152-171.

Record type: Book Section

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More information

Published date: 2012
Additional Information: Due for publication April 2012
Organisations: Centre of Excellence for International Banking, Finance & Accounting

Identifiers

Local EPrints ID: 201835
URI: https://eprints.soton.ac.uk/id/eprint/201835
ISBN: 978 1 84376 344 4
PURE UUID: fba0e78f-db5f-4b5a-8071-f8450112db08
ORCID for M. Sung: ORCID iD orcid.org/0000-0002-2278-6185

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Date deposited: 03 Nov 2011 09:59
Last modified: 30 Jul 2019 00:35

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Contributors

Author: M. Sung ORCID iD
Author: J.E.V. Johnson
Editor: Leighton Vaughan Williams

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