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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 book features US anomalies such as the January turn-of-the year, turn-of-the-month, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be applied.
608 pages, illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 24, 2012 |
| ISBN13 | 9789814417457 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 608 |
| Dimensions | 248 × 167 × 35 mm · 1.02 kg |