| More Evidence Against the Random Walk Hypothesis: Exchange-Traded Funds (Etfs) Market and Volatility Trading Contributor(s): Jiang, Shunxin (Author) |
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ISBN: 9814641057 ISBN-13: 9789814641050 Publisher: World Scientific Publishing Company OUR PRICE: $96.90 Product Type: Hardcover Published: March 2015 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Business & Economics | Investments & Securities - Analysis & Trading Strategies - Business & Economics | Finance - Financial Engineering |
| Dewey: 332.632 |
| LCCN: 2014037033 |
| Physical Information: 0.71" H x 6.93" W x 9.13" (1.17 lbs) 204 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: "The book is useful and interesting reading for academics, professionals and students in finance." Zentralblatt MATH
This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs). The book is organized to answer the following three questions: Do ETF prices follow random walks? If not, what are some of the factors that impact their non-random walk behavior? How can investors take advantage of such price dynamics in trading ETFs? |