120 records matched your query       

01924aam a2200373 a 4500
001 CC4270A66B5411E69AFE1DDBDAD10320
003 SILO
005 20160826010517
008 120419s2012    si a     b    001 0 eng  
010    $a 2012015741
020    $a 9814417459 (pbk)
020    $a 9789814417457 (pbk)
020    $a 9814405450
020    $a 9789814405454
035    $a (OCoLC)788276677
040    $a DLC $b eng $c DLC $d YDX $d BTCTA $d CDX $d OCLCO $d YDXCP $d OCLCO $d SINLB $d BWX $d A7U $d IWA $d SILO
042    $a pcc
050 00 $a HG4636 Z54 2012
100 1  $a Ziemba, W. T.
245 10 $a Calendar anomalies and arbitrage / $c William T. Ziemba.
260    $a Singapore ; $b World Scientific, $c c2012.
300    $a xx, 586 p. : $b ill. ; $c 25 cm.
490 1  $a World Scientific series in finance, $x 2010-1082 ; $v vol. 2
504    $a Includes bibliographical references and index.
520    $a 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.
650  0 $a Stocks $x Prices.
650  0 $a Stock price forecasting.
650  0 $a Arbitrage.
650  0 $a Seasonal variations (Economics)
830  0 $a World Scientific series in finance $v vol. 2.
941    $a 1
952    $l USUX851 $d 20160826065513.0
956    $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=CC4270A66B5411E69AFE1DDBDAD10320
994    $a C0 $b IWA