Calendar anomalies and arbitrage
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Main Authors: | |
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Published: |
World Scientific,
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Publisher Address: | Singapore Hanckensack, NJ |
Publication Dates: | c2012. |
Literature type: | Book |
Language: | English |
Series: |
World Scientific series in finance ; vol. 2 |
Subjects: | |
Carrier Form: | xx, 586 p.: ill. ; 25 cm. |
ISBN: |
9789814405454 9814405450 9789814417457 (pbk) 9814417459 (pbk) |
Index Number: | F830 |
CLC: | F830.9 |
Call Number: | F830.9/Z668 |
Contents: |
Includes bibliographical references and index. 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 |