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William T. Ziemba
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William T. Ziemba: Faculty of Commerce and Business Administration, University of British Columbia, Canada and Institute of Socio-Economic Planning, University of Tsukuba, Japan

Chapter 6 in Calendar Anomalies and Arbitrage, 2012, pp 145-180 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included: The Buying and Selling Behavior of Individual Investors at the Turn of the Year: DiscussionResearch Commentary — The January Barometer: European, North American, Pacific and Worldwide ResultsOccupational NostalgiaU.S. Bears Bets May Roil Japan's Turmoil/Bearish Betters in U.S. May Be Partly Behind Upheavals in TokyoNikkei Put Options Good Buy for Foreign Funds ManagersBuying Stock? Consider Turn-of-the-Month EffectMaking Dollar-Cost Averaging Even More ProfitableTurn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price JumpRussell Report — Investment Results From Exploiting Turn-of-the-Month EffectsSummary of "Playing the Turn of the Year Effect With Index Futures""Political" Investment Turn Out to Be Lucrative/Mixing Politics With Investment Decisions Proves to Be Lucrative

Keywords: Calendar Anomalies; Arbitrage; Stock Prices; Stock Returns; US Stock Market; Futures Markets; Betting; Trading Strategies; Sports Market; Lottery Market; Capital Growth Theory; Semi-Strong Market Efficiency; Speculative Investments; Index Futures; Factor Models Based on Fundamental Anomalies; Worldwide Stock Market Strategies (search for similar items in EconPapers)
Date: 2012
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