Calendar Anomalies And Arbitrage

Name: Calendar Anomalies And Arbitrage
Author: Canada William T (Univ Of British Columbia Ziemba

Canada William T (Univ Of British Columbia Ziemba, Uk London Sch Of Economics, Korea) Korea Inst Of Science And Technology

World Scientific Publishing Co Pte Ltd

Knihu koupíte v 1 e-shopu

Bookshop.cz

1 322 Kč

Není skladem

Do obchodu

a 1 další varianta

Krátký popis

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.

Výběr knih vydavatele World Scientific Publishing Co Pte Ltd