Calendar anomalies and arbitrage:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New Jersey
World Scientific
2012
|
| Series: | World Scientific series in finance
v. 2 |
| Subjects: | |
| Online Access: | FLA01 Volltext |
| Item Description: | Includes 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, 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 |
| Physical Description: | 1 Online-Ressource |
| ISBN: | 9789814405461 9814405469 9789814405454 9814405450 9789814417457 9814417459 |
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| id | DE-604.BV042969945 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:14:05Z |
| institution | BVB |
| isbn | 9789814405461 9814405469 9789814405454 9814405450 9789814417457 9814417459 |
| language | English |
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| physical | 1 Online-Ressource |
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| publishDate | 2012 |
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| publisher | World Scientific |
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| series2 | World Scientific series in finance |
| spelling | Ziemba, William T. 1941- Verfasser (DE-588)108488713 aut Calendar anomalies and arbitrage by William T. Ziemba New Jersey World Scientific 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier World Scientific series in finance v. 2 Includes 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, 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 BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage fast Seasonal variations (Economics) fast Stock price forecasting fast Stocks / Prices fast Wirtschaft Stocks Prices Stock price forecasting Arbitrage Seasonal variations (Economics) http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=478641 Aggregator Volltext |
| spellingShingle | Ziemba, William T. 1941- Calendar anomalies and arbitrage BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage fast Seasonal variations (Economics) fast Stock price forecasting fast Stocks / Prices fast Wirtschaft Stocks Prices Stock price forecasting Arbitrage Seasonal variations (Economics) |
| title | Calendar anomalies and arbitrage |
| title_auth | Calendar anomalies and arbitrage |
| title_exact_search | Calendar anomalies and arbitrage |
| title_full | Calendar anomalies and arbitrage by William T. Ziemba |
| title_fullStr | Calendar anomalies and arbitrage by William T. Ziemba |
| title_full_unstemmed | Calendar anomalies and arbitrage by William T. Ziemba |
| title_short | Calendar anomalies and arbitrage |
| title_sort | calendar anomalies and arbitrage |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage fast Seasonal variations (Economics) fast Stock price forecasting fast Stocks / Prices fast Wirtschaft Stocks Prices Stock price forecasting Arbitrage Seasonal variations (Economics) |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Arbitrage Seasonal variations (Economics) Stock price forecasting Stocks / Prices Wirtschaft Stocks Prices |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=478641 |
| work_keys_str_mv | AT ziembawilliamt calendaranomaliesandarbitrage |