{"product_id":"9789814405478","title":"Calendar Anomalies and Arbitrage","description":"\u003ciframe\u003e\u003c\/iframe\u003e\u003cp\u003eThis 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.\u003c\/p\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eIntroduction — Calendar Anomalies \u003ci\u003e(C S Dzhabarov and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003ePlaying the Turn-of-the-Year Effect with Index Futures \u003ci\u003e(R Clark and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eArbitrage Strategies for Cross-Track Betting on Major Horse Races \u003ci\u003e(D B Hausch and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eLocks at the Racetrack \u003ci\u003e(D B Hausch and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eArbitrage and Risk Arbitrage in Team Jai Alai \u003ci\u003e(D Lane and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eMiscellaneous Inserts\u003c\/li\u003e\n\u003cli\u003eRisk Arbitrage in the Nikkei Put Warrant Market of 1989–1990 \u003ci\u003e(J Shaw, E O Thorp and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eDesign of Anomalies Funds: Concepts and Experience \u003ci\u003e(D R Capozza and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eLand and Stock Prices in Japan \u003ci\u003e(D Stone and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Chicken or the Egg: Land and Stock Prices in Japan \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eJapanese Security Market Regularities: Monthly, Turn-of-the-Month and Year, Holiday and Golden Week Effects \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eSeasonality Effects in Japanese Futures Markets \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eDay of the Week Effects in Japanese Stocks \u003ci\u003e(K Kato, S L Schwartz and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eComment on “Why a Weekend Effect?” \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Turn-of-the-Month Effect in the World's Stock Markets, January 1988 – January 1990 \u003ci\u003e(T Martikainen, J Perttunen and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992 \u003ci\u003e(C Hensel, and G A Sick and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eWorldwide Security Market Anomalies \u003ci\u003e(W T Ziemba and C R Hensel)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eWorldwide Security Market Regularities \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eCointegration Analysis of the Fed Model \u003ci\u003e(M Koivu, T Pennanen and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Predictive Ability of the Bond-Stock Earnings Yield Differential Model \u003ci\u003e(K Berge, G Consigli and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eEfficiency of Racing, Sports, and Lottery Betting Markets \u003ci\u003e(W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Favorite-Longshot Bias in S\u0026amp;P500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance \u003ci\u003e(R G Tompkins, W T Ziemba and S D Hodges)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe Dosage Breeding Theory for Horse Racing Predictions \u003ci\u003e(M Gramm and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003cli\u003eAn Application of Expert Information to Win Betting on the Kentucky Derby, 1981–2005 \u003ci\u003e(R S Bain, D B Hausch and W T Ziemba)\u003c\/i\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership: \u003c\/b\u003eStudents, researchers and professionals who are interested in stock market investment and futures trading strategies.\u003cbr\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47136910246128,"sku":"9789814405478","price":62.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814405478_p0.jpg?v=1763691280","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814405478","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}