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

The paper develops a profit-based diagnostic framework that evaluates market efficiency through profit per trade, the dispersion and persistence of profits, and their stability across moving time windows.

Authors

Peter Bell

Publication Details

Journal: Zenodo (CERN European Organization for Nuclear Research)
Published: 2026-01-28
DOI: https://doi.org/10.5281/zenodo.18455872
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 74%

Market Dynamics and Volatility

DOI Open Access PDF OpenAlex

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Market Efficiency as a Diagnostic Property of Trading Profits: Evidence from Arbitrage Signatures and Institutional Timing in Gold — Peter Bell · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS