William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
Meer over William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba
World Scientific Publishing Co Pte Ltd
e druk, 2012
9789814417457
Calendar Anomalies And Arbitrage
Specificaties
Paperback, 608 blz.
|
EN
World Scientific Publishing Co Pte Ltd |
2012
ISBN13: 9789814417457
Rubricering
Onderdeel van serie
World Scientific Series in Finance
Levertijd ongeveer 16 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9789814417457
Taal:EN
Bindwijze:Paperback
Aantal pagina's:608
Uitgever:World Scientific Publishing Co Pte Ltd