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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
New Jersey :
World Scientific,
2012.
|
| Collection: | World Scientific series in finance ;
v. 2. |
| Sujets: | |
| Accès en ligne: | Texto completo |