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Calendar Anomalies and Arbitrage - World Scientific Series in Finance Ziemba, William T (University of British Columbia, Canada & ICMA Centre, University of Reading, UK)
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Calendar Anomalies and Arbitrage - World Scientific Series in Finance
Ziemba, William T (University of British Columbia, Canada & ICMA Centre, University of Reading, UK)
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 |