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Calendar Anomalies And Arbitrage

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In Stock (512)

£ 54.00

Description

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.

Book Details
EAN:
9789814417457
Binding:
Paperback / softback
Dimensions(mm):
167 x 248 x 35
Publication Date:
2012-09-24
Publication Country:
Singapore