語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Calendar anomalies and arbitrage
~
Ziemba, W. T.
Calendar anomalies and arbitrage
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Calendar anomalies and arbitrageby William T. Ziemba.
作者:
Ziemba, W. T.
出版者:
New Jersey :World Scientific,2012.
面頁冊數:
1 online resource.
附註:
Includes index.
標題:
StocksPrices.
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/8467#t=toc
ISBN:
9789814405461 (electronic bk.)
Calendar anomalies and arbitrage
Ziemba, W. T.
Calendar anomalies and arbitrage
[electronic resource] /by William T. Ziemba. - New Jersey :World Scientific,2012. - 1 online resource. - World Scientific series in finance,v. 22010-1082 ;. - World Scientific series in finance ;v. 1..
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.
ISBN: 9789814405461 (electronic bk.)Subjects--Topical Terms:
204557
Stocks
--Prices.
LC Class. No.: HG4636 / .Z54 2012eb
Dewey Class. No.: 332.64/5
Calendar anomalies and arbitrage
LDR
:01599cmm a2200289Ia 4500
001
405382
006
m o d
007
cr cnu---unuuu
008
140120s2012 nju o 001 0 eng d
020
$a
9789814405461 (electronic bk.)
020
$a
9814405469 (electronic bk.)
020
$z
9789814405454
020
$z
9814405450
020
$z
9789814417457
020
$z
9814417459
035
$a
ocn811250037
040
$a
N
$c
N
$d
IDEBK
$d
E7B
$d
YDXCP
$d
OCLCQ
049
$a
FISA
050
4
$a
HG4636
$b
.Z54 2012eb
082
0 4
$a
332.64/5
$2
23
100
1
$a
Ziemba, W. T.
$3
229196
245
1 0
$a
Calendar anomalies and arbitrage
$h
[electronic resource] /
$c
by William T. Ziemba.
260
$a
New Jersey :
$b
World Scientific,
$c
2012.
300
$a
1 online resource.
490
1
$a
World Scientific series in finance,
$x
2010-1082 ;
$v
v. 2
500
$a
Includes 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.
588
$a
Description based on print version record.
650
0
$a
Stocks
$x
Prices.
$3
204557
650
0
$a
Stock price forecasting.
$3
210082
650
0
$a
Arbitrage.
$3
270064
650
0
$a
Seasonal variations (Economics)
$3
647619
830
0
$a
World Scientific series in finance ;
$v
v. 1.
$3
575496
856
4 0
$u
http://www.worldscientific.com/worldscibooks/10.1142/8467#t=toc
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000091655
電子館藏
1圖書
電子書
EB HG4636 Z54 2012eb
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
http://www.worldscientific.com/worldscibooks/10.1142/8467#t=toc
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入