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Calendar Anomalies And Arbitrage

By: Korea) Ziemba Uk & Korea Inst Of Science And Technology Canada; London Sch Of Economics William T (Univ Of British Columbia (Author)

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Ksh 43,900.00

Format: Hardback or Cased Book

ISBN-13: 9789814405454

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Sep 24th, 2012

Category: Investment & securities

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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.

Get Calendar Anomalies And Arbitrage by William T (Univ Of British Columbia, Canada; London Sch Of Economics, Uk & Korea Inst Of Science And Technology, Korea) Ziemba at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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