CALENDAR ANOMALIES AND ARBITRAGE (World Scientific Series in Finance, 2)

This comprehensive guidebook provides a detailed overview of calendar or seasonal anomalies in worldwide equity markets, including arbitrage and risk arbitrage strategies.

With a complete update on 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, this book offers practical insights for students, researchers, and professionals interested in stock market investment and futures trading strategies.

The author's successful use of these anomalies in personal and managed accounts and hedge funds is also discussed.

Don't miss out on the opportunity to unlock the secrets of calendar-based and other anomalies with this must-read resource!