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Bag om Calendar Anomalies And Arbitrage

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789814417457
  • Indbinding:
  • Paperback
  • Sideantal:
  • 608
  • Udgivet:
  • 24. september 2012
  • Størrelse:
  • 167x248x35 mm.
  • Vægt:
  • 1016 g.
  • 8-11 hverdage.
  • 22. november 2024

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- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Calendar Anomalies And Arbitrage

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.

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