William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
Meer over William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
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
e druk, 2012
9789814405454
Calendar Anomalies And Arbitrage
Specificaties
Gebonden, 608 blz.
|
EN
World Scientific Publishing Co Pte Ltd |
e druk, 2012
ISBN13: 9789814405454
Rubricering
Onderdeel van serie
World Scientific Series in Finance
Levertijd ongeveer 15 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9789814405454
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:608
Uitgever:World Scientific Publishing Co Pte Ltd