Calendar anomalies and arbitrage
By: by William T. Ziemba
Series: World Scientific series in finance -- v. 2
Publisher: World Scientific; World Scientific Publishing Company; World Scientific Publishing Co Pte Ltd
Published: 2012
Place of publication: New Jersey
Language: eng
Number of pages: 608
ISBN-13: 9789814405454
Subjects: Prices; Seasonal variations (Economics); Stocks; Arbitrage; Stock price forecasting
Notes: Includes index.