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Calendar Anomalies And Arbitrage

language: english
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD, September of 2012 ‧
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Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This book features US anomalies such as the January turn-of-the year, turn-of-the-month, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be applied.

Calendar Anomalies And Arbitrage

Property Description
ISBN: 9789814417457
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Release Date: September of 2012
Language: English
Dimensions: 166 x 266 x 31 mm
Cover: Softcover
Pages: 608
Format: Book
Collection: World Scientific Series In Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9789814417457