ناهنجاری‌های تقویمی و آربیتراژ ۲۰۱۲
Calendar Anomalies And Arbitrage 2012

1. Cover

2. Halftitle

3. Title

4. Copyright

5. Dedication

6. Front Matter

7. Contents

8. Preface

9. List of Co-authors

10. Acknowledgements

1. Introduction — Calendar Anomalies

2. Playing The Turn-Of-The-Year Effect With Index Futures

3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races

4. Locks at the Racetrack

5. Arbitrage and Risk Arbitrage in Team Jai Alai

6. Miscellaneous Inserts

7. Risk Arbitrage in the Nikkei Put Warrant Market of 1989–1990

8. Design of Anomalies Funds: Concepts and Experience

9. Land and Stock Prices in Japan

10. The Chicken or the Egg: Land and Stock Prices in Japan

11. Japanese Security Market Regularities: Monthly, Turn-of-the Month and Year, Holiday and Golden Week Effects

12. Seasonality Effects in Japanese Futures Markets

13. Day of the Week Effects in Japanese Stocks

14. Comment on “Why a Weekend Effect?”

15. The Turn-of-the-Month Effect in the World's Stock Markets, January 1988 – January 1990

16. The Turn-of-the-Month Effect in the U.S. Stock Index Futures Markets, 1982–1992

17. Worldwide Security Market Anomalies

18. Worldwide Security Market Regularities

19. Cointegration Analysis of the Fed Model

20. The Predictive Ability of the Bond-Stock Earnings Yield Differential Model

21. Efficiency of Racing, Sports, and Lottery Betting Markets

22. The Favorite-Longshot Bias in S&P500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance

23. The Dosage Breeding Theory for Horse Racing Predictions

24. An Application of Expert Information to Win Betting on the Kentucky Derby, 1981–2005

35. Author Index

36. Subject Index