Calendar Anomalies and Arbitrage
No Customer Reviews
Select Format
Select Condition 
Book Overview
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...
Format:Paperback
Language:English
ISBN:9814417459
ISBN13:9789814417457
Release Date:July 2012
Publisher:World Scientific Publishing Company
Length:608 Pages
Weight:2.28 lbs.
Dimensions:1.2" x 6.5" x 10.5"
Customer Reviews
0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
