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Calendar anomalies and arbitrage.


Calendar anomalies and arbitrage.

Ziemba, William T.

World Scientific


586 pages


World Scientific series in finance; v. 2


Ziemba (emeritus, U. of British Columbia and finance U. of Reading, Britain) collects and in some cases updates 24 articles on seasonal or calendar anomalies, focusing on the US stock market. Among the topics are arbitrage strategies for cross-track betting on major horse races, land and stock prices in Japan, the turn-of-the-month effect in the world's stock markets from January 1988 to January 1990, and the dosage breeding theory for predicting horse races.

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Publication:Reference & Research Book News
Article Type:Book review
Date:Dec 1, 2012
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