Calendar Anomalies And Arbitrage
William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
World Scientific Publishing Co Pte Ltd, 2012
257,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9789814405454
- ISBN-10
- 9814405450
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2012
- Publication date
- 2012-09-24
- Pages
- 608