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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

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 (eds.) The Economics of Gambling and National Lotteries. Cheltenham, GB, Edward Elgar Collection Series pp. 152-171.

Record type: Book Section

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

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Local EPrints ID: 201835
URI: http://eprints.soton.ac.uk/id/eprint/201835
ISBN: 978 1 84376 344 4
PURE UUID: fba0e78f-db5f-4b5a-8071-f8450112db08

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Date deposited: 03 Nov 2011 09:59
Last modified: 18 Jul 2017 11:12

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Contributors

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

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