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Calendar Anomalies and Arbitrage
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Summaries and Reviews
Amazon.com description: Product Description: 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.

Readership: Students, researchers and professionals who are interested in stock market investment and futures trading strategies.

Editions
Hardcover
Book cover for 9789814405454
 
The price comparison is for this edition
from World Scientific Pub Co Inc (January 30, 2013)
9789814405454 | details & prices | 586 pages | 6.25 × 10.25 × 1.50 in. | 2.58 lbs | List price $98.00
About: This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage.
Paperback
Book cover for 9789814417457
 
from World Scientific Pub Co Inc (September 24, 2012)
9789814417457 | details & prices | 586 pages | 6.50 × 9.75 × 1.25 in. | 2.25 lbs | List price $49.95
About: This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage.

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