Books about inefficiency of the financial market?

Gerenuk

I've read an article (Scientific American, Ruffieux) that states that since they future value of a share is theoretically equal for everyone, there is no "added value" but only "price efficiency"(? translated) matters.

Can anyone recommend a book on this matter, i.e. which econimical factors and measures drive the financial market? Preferably as deep and mathematical as possible!