Market Efficiency as a Diagnostic Property of Trading Profits: Evidence from Arbitrage Signatures and Institutional Timing in Gold

This paper reframes market efficiency as a diagnostic property of trading profits rather than price behavior. It develops profit-based signatures to identify localized inefficiencies. The approach is applied to gold markets under institutional trading constraints.

Authors

Peter Bell (ORCID: https://orcid.org/0009-0004-0415-7774)

Publication Details

Journal: Zenodo (CERN European Organization for Nuclear Research)
Published: 2026-01-28
DOI: https://doi.org/10.5281/zenodo.18440360
Primary Topic: Market Dynamics and Volatility
Type: article
Field-Weighted Citation Impact: 0.00

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article

Market Efficiency as a Diagnostic Property of Trading Profits: Evidence from Arbitrage Signatures and Institutional Timing in Gold

Peter Bell

Jan 28, 2026

Zenodo (CERN European Organization for Nuclear Research)

Market Dynamics and Volatility

article

Market Efficiency as a Diagnostic Property of Trading Profits: Evidence from Arbitrage Signatures and Institutional Timing in Gold

Peter Bell

January 28, 2026article en

Abstract

Zenodo (CERN European Organization for Nuclear Research)

Openalex Percentile: Top 76%

Market Dynamics and Volatility

DOI Open Access PDF OpenAlex

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