Calendar Anomalies and Arbitrage
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Comment on “Why a Weekend Effect?”

2012 ◽  
pp. 343-354
Author(s):  
William T. Ziemba
Keyword(s):  
Weekend Effect

THE TURN-OF-THE-MONTH EFFECT IN THE U.S. STOCK INDEX FUTURES MARKETS, 1982-1992

2012 ◽  
pp. 365-383
Author(s):  
Chris R. Hensel ◽  
Gordon A. Sick ◽  
William T. Ziemba
Keyword(s):  
Futures Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
The U.S

Cointegration analysis of the Fed model

2012 ◽  
pp. 433-444
Author(s):  
Matti Koivu ◽  
Teemu Pennanen ◽  
William T. Ziemba
Keyword(s):  
Cointegration Analysis

BACK MATTER

2012 ◽  
pp. 577-586
Author(s):  
William T. Ziemba

SEASONALITY EFFECTS IN JAPANESE FUTURES MARKETS

2012 ◽  
pp. 291-319 ◽  
Author(s):  
William T. Ziemba
Keyword(s):  
Futures Markets

World wide security market regularities

2012 ◽  
pp. 401-432
Author(s):  
William T. Ziemba
Keyword(s):  
World Wide ◽  
Security Market

The Favorite-Longshot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance

2012 ◽  
pp. 503-522
Author(s):  
Robert G. Tompkins ◽  
William T. Ziemba ◽  
Stewart D. Hodges
Keyword(s):  
Index Futures ◽  
Futures Options ◽  
The Cost

Risk arbitrage in the Nikkei put warrant market of 1989-1990

2012 ◽  
pp. 181-209
Author(s):  
J. SHAW ◽  
E. O. THORP ◽  
W. T. ZIEMBA
Keyword(s):  
Risk Arbitrage

An Application of Expert Information to Win Betting on the Kentucky Derby, 1981-2005

2012 ◽  
pp. 557-575
Author(s):  
RODERICK S. BAIN ◽  
DONALD B. HAUSCH ◽  
WILLIAM T. ZIEMBA
Keyword(s):  
Expert Information

Efficiency of Racing, Sports, and Lottery Betting Markets

2012 ◽  
pp. 463-502
Author(s):  
William T. Ziemba
Keyword(s):  
Betting Markets
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