Calendar Anomalies And Arbitrage

Specificaties
Gebonden, 608 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 2012
ISBN13: 9789814405454
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World Scientific Publishing Co Pte Ltd e druk, 2012 9789814405454
€ 283,60
Levertijd ongeveer 16 werkdagen
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Samenvatting

Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This title deals with 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 and other effects concentrating on the futures markets.

Specificaties

ISBN13:9789814405454
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:608
Uitgever:World Scientific Publishing Co Pte Ltd

Net verschenen

€ 283,60
Levertijd ongeveer 16 werkdagen
Gratis verzonden

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        Calendar Anomalies And Arbitrage