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Calendar Anomalies and Arbitrage (World Scientific Series in Finance)
Calendar Anomalies and Arbitrage - World Scientific Series in Finance
Author: William T Ziemba
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 f...  more »
ISBN-13: 9789814405454
ISBN-10: 9814405450
Publication Date: 8/29/2012
Pages: 450
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Publisher: World Scientific Publishing Company
Book Type: Hardcover
Members Wishing: 0
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