Calendar Anomalies and Arbitrage
by W. T. ZiembaThis 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,.
- First published
- 2012
- Publishers
- World Scientific Publishing Co Pte Ltd
- Subjects
- Stocks·Prices·Stock price forecasting·Arbitrage·Seasonal variations
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