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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 10,150.00

Format: Paperback or Softback

ISBN-13: 9789814417457

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Sep 24th, 2012

Weight: 1016 grams

Dimension: 16.70 x 24.80 x 3.50 cms

Category: Investment & securities

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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.

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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