Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2)
Huge Savings Item! Free Shipping Included! Save 11% on the Calendar Anomalies and Arbitrage (World Scientific Series in Finance) (Volume 2) by World Scientific Publishing Company at HYIP Offer. MPN: black & white illustrations, black & whi. Hurry! Limited time offer. Offer valid only while supplies last. This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of Us
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.
|Manufacturer:||World Scientific Publishing Company|
|Part Number:||black & white illustrations, black & whi|
|Publisher:||World Scientific Publishing Company|
|Studio:||World Scientific Publishing Company|
|MPN:||black & white illustrations, black & whi|
|Item Weight:||2.28 pounds|
|Item Size:||1.37 x 9.75 x 9.75 inches|
|Package Weight:||2.57 pounds|
|Package Size:||6.5 x 1.37 x 1.37 inches|
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