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Calendar Anomalies And Arbitrage

af William T (Univ Of British Columbia Ziemba

indgår i World Scientific Series in Finance serien

Calendar Anomalies And Arbitrage af William T (Univ Of British Columbia Ziemba
Bag om Calendar Anomalies And Arbitrage

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789814405454
  • Indbinding:
  • Hardback
  • Sideantal:
  • 608
  • Udgivet:
  • 24. september 2012
  • Størrelse:
  • 246x173x36 mm.
  • 2-3 uger.
  • 22. januar 2025

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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.

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