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Information Arbitrage: Market Efficiency

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Arbitrage

Abstract

This chapter explores, by way of a brief coda, one much-discussed implication of the concept of arbitrage: the hypothesis that security prices reflect all available information.

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Bibliography

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© 1991 Michael Allingham

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Allingham, M. (1991). Information Arbitrage: Market Efficiency. In: Arbitrage. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-21385-6_7

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