Name: Calendar Anomalies And Arbitrage
Price: 555.95 DKK
Availability: InStock
Author: Canada
ISBN: 9789814417457

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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.

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Sprog:
Engelsk

ISBN:
9789814417457

Forlag:
World Scientific Publishing Co Pte Ltd

Indbinding:
Paperback

Sideantal:
608

Udgivet:
24. september 2012

Størrelse:
167x248x35 mm.

Vægt:
1016 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 29. november 2024

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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.

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