Calendar Anomalies and Arbitrage (World Scientific Series in Finance): 2 - Image 1

£62.00

World Scientific Publishing Company Calendar Anomalies and Arbitrage (World Scientific Series in Finance): 2

Name: Calendar Anomalies and Arbitrage (World Scientific Series in Finance): 2
Brand: World Scientific Publishing Company
Price: 62.0 GBP
Availability: InStock

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Description

This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of 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 is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814405450
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 23 September 2012
Listed Since: 20 April 2012

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World Scientific Publishing Company Calendar Anomalies and Arbitrage (World Scientific Series in Finance): 2

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