Do Markets Favor Agents able to Make Accurate Predictions?

10.1086/256940

Algoet P., 1988, Annals of Probability, 16, 876, 10.1214/aop/1176991793

10.1111/1468-0262.00042

10.1016/0022-0531(72)90136-6

Blackwell D., 1962, Annals of Mathematical Statistics, 38, 882, 10.1214/aoms/1177704456

10.1016/0022-0531(92)90099-4

Breiman L., 1961, Proceedings of the Fourth Berkeley Symposium, 1, 65

Chung L., 1974, A Course in Probability Theory

Cootner P., 1967, The Random Character of Stock Prices

Long J., 1989, Journal of Finance, 44, 681, 10.1111/j.1540-6261.1989.tb04385.x

10.1086/261703

10.1086/296523

Duffie D., 1983, Econometrica, 53, 1337, 10.2307/1913211

10.1016/0304-4068(86)90010-8

Friedman M., 1953, Essays in Positive Economics

10.1016/0022-0531(79)90043-7

10.1016/0304-4068(94)90037-X

10.1016/0304-4068(81)90010-0

Lehrer E., 1996, Mathematics of Operations Research, 21, 697, 10.1287/moor.21.3.697

Lucas R., 1978, Econometrica, 46, 1429, 10.2307/1913837

10.1016/0022-0531(82)90046-1

Palomino F., 1996, Journal of Finance, 51, 1537, 10.1111/j.1540-6261.1996.tb04079.x

Shriyaev A., 1991, Probability

Shleifer A., 1990, Journal of Economic Perspectives, 4, 19, 10.1257/jep.4.2.19