  A fundamental question about a market is under what conditions, and then how
rapidly, does price signaling cause price equilibration. Qualitatively, this
ought to depend on how well-connected the market is. We address this question
quantitatively for a certain class of Arrow-Debreu markets with continuous-time
proportional t\^{a}tonnement dynamics. We show that the algebraic connectivity
of the market determines the effectiveness of price signaling equilibration.
This also lets us study the rate of external noise that a market can tolerate
and still maintain near-equilibrium prices.
