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Calendar Anomalies And Arbitrage - World Scientific Series in Finance Ziemba, William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea)
Calendar Anomalies And Arbitrage - World Scientific Series in Finance
Ziemba, William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea)
Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This title deals with US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects concentrating on the futures markets.
608 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 24, 2012 |
| ISBN13 | 9789814405454 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 608 |
| Dimensions | 173 × 246 × 36 mm · 1.18 kg |