Calendar Anomalies and Arbitrage

Calendar Anomalies and Arbitrage

for $ 40.00

40.0 Calendar Anomalies and Arbitrage https://covers.feedbooks.net/item/710270.jpg?t=1404669787 http://www.feedbooks.com/item/710270/calendar-anomalies-and-arbitrage?utm_medium=uwishlist&utm_source=amazon

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of 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 is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold… (more)


Book Details  


Publisher: WSPC (July 25, 2012)

Collection: World Scientific Series in Finance

Format: EPUB

Page count: 608 pages

Protection: DRM

Language: English


Look for similar items  


>
>
>
>