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.
Ik heb een vraag over het boek: ‘Calendar Anomalies And Arbitrage - Ziemba, William T (Univ Of British Columbia’.
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