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