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CALENDAR ANOMALIES AND ARBITRAGE.

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 an...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Ziemba, W. T.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2012.
Colección:World Scientific series in finance.
Temas:
Acceso en línea:Texto completo