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The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson
| The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson |
| Autore | Mandelbrot, Benoit B. |
| Pubbl/distr/stampa | New York : Basic Books, c2004 |
| Descrizione fisica | xxiv, 328 p. : ill. ; 24 cm |
| Disciplina | 332.01 |
| Altri autori (Persone) | Hudson, Richard L. |
| Soggetto topico |
Capital market
Investment analysis Stocks - Prices Securities Risk management |
| ISBN |
9780465043576
0465043577 |
| Classificazione |
AMS 91B
AMS 60H10 AMS 60H30 LC HG4523.M257 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Misbehavior of markets
Behavior of markets |
| Record Nr. | UNISALENTO-991002071229707536 |
Mandelbrot, Benoit B.
|
||
| New York : Basic Books, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba
| Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba |
| Autore | Ziemba W. T |
| Pubbl/distr/stampa | New Jersey, : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (607 p.) |
| Disciplina | 332.64/5 |
| Collana | World Scientific series in finance |
| Soggetto topico |
Stocks - Prices
Stock price forecasting Arbitrage Seasonal variations (Economics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-59377-7
9786613906229 981-4405-46-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; List of Co-authors; Acknowledgements; 1. Introduction - Calendar Anomalies C. S. Dzhabarov and W. T. Ziemba; 1.1 Introduction to Seasonal Anomaly Effects; 1.2 January Effect; 1.2.1 Trading the January small cap effect in the futures markets; 1.3 The January Barometer; 1.3.1 How to trade the January Barometer (JanB); 1.3.2 The international January Barometer; 1.4 Sell-in-May-and-go-away; 1.4.1 Same month next year; 1.5 Holiday Effects; 1.5.1 The sell on Rosh Hashanah and buy on Yom Kippur anomaly; 1.5.2 Ramadan; 1.6 Day of the Week Effects
1.7 Option Expiry Effects in the Russell 2000 and S&P 500 Futures Markets 1.8 Seasonality Calendars; 1.9 Political Effects 3; 1.9.1 When Congress is in session; 1.9.2 Election cycles; US bond returns after presidential elections; Some simple presidential investment strategies; Remarks; 1.9.3 Election cycles: Other literature; 1.10 Turn-of-the-month Effects; 1.11 Open/Close Daily Trade on the Open; 1.12 Industry Concentration; 1.12.1 Weather: Sun, rain, snow, moon and the stars and clouds; 1.13 Conclusions and Final Remarks; References 2. Playing the Turn-of-the-Year Effect With Index Futures R. Clark and W. T. Ziemba 1. The Evidence; 2. Analysis of the Evidence; Probable Causes; Excess Returns; Excess Profits; 3. Strategies; 5. The 1986/87 Play; 6. Conclusions; Acknowledgment; References; 3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races D. B. Hausch and W. T. Ziemba; I. Introduction; II. Efficiency of the Various Betting Markets; III. Inefficiency of the Win Market and the Risk-free Hedging Model; IV. The Optimal Capital Growth Model; V. Testing the One-Track Capital Growth Model; VI. Final Discussion References 4. Locks at the Racetrack D. B. Hausch and W. T. Ziemba; Our lock concentrates on the show market; The show payoff on Arbor Hoggart is thought to be the highest show payoff of any sort; 5. Arbitrage and Risk Arbitrage in Team Jai Alai D. Lane and W. T. Ziemba; Acknowledgments; 1. INTRODUCTION; 2. THE ARBITRAGE; 3. RISK ARBITRAGES; 4. FINAL REMARKS; References; 6. Miscellaneous Inserts; a. The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion; REFERENCES b. Russell Report - The January Barometer: European, North American, Pacific and Worldwide Results 1 Introduction; 2 The US Evidence; 3 Worldwide Evidence; 4 Final Remarks; 5 References; 6 Appendix; c. Occupational Nostalgia; d. U.S. Bears Bets May Roil Japan's Turmoil/ Bearish Betters in U.S. May Be Partly Behind Upheavals in Tokyo; e. Nikkei Put Options Good Buy for Foreign Funds Managers; f. Buying Stock? Consider Turn-of-the-Month Effect; h. Turn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price Jump; g. Making Dollar-Cost Averaging Even More Profitable i. Russell Report - Investment Results From Exploiting Turn-of the- Month Effects |
| Record Nr. | UNINA-9910465495903321 |
|
Ziemba W. T
|
||
| New Jersey, : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba
| Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba |
| Autore | Ziemba W. T |
| Pubbl/distr/stampa | New Jersey, : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (607 p.) |
| Disciplina | 332.64/5 |
| Collana | World Scientific series in finance |
| Soggetto topico |
Stocks - Prices
Stock price forecasting Arbitrage Seasonal variations (Economics) |
| ISBN |
1-283-59377-7
9786613906229 981-4405-46-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; List of Co-authors; Acknowledgements; 1. Introduction - Calendar Anomalies C. S. Dzhabarov and W. T. Ziemba; 1.1 Introduction to Seasonal Anomaly Effects; 1.2 January Effect; 1.2.1 Trading the January small cap effect in the futures markets; 1.3 The January Barometer; 1.3.1 How to trade the January Barometer (JanB); 1.3.2 The international January Barometer; 1.4 Sell-in-May-and-go-away; 1.4.1 Same month next year; 1.5 Holiday Effects; 1.5.1 The sell on Rosh Hashanah and buy on Yom Kippur anomaly; 1.5.2 Ramadan; 1.6 Day of the Week Effects
1.7 Option Expiry Effects in the Russell 2000 and S&P 500 Futures Markets 1.8 Seasonality Calendars; 1.9 Political Effects 3; 1.9.1 When Congress is in session; 1.9.2 Election cycles; US bond returns after presidential elections; Some simple presidential investment strategies; Remarks; 1.9.3 Election cycles: Other literature; 1.10 Turn-of-the-month Effects; 1.11 Open/Close Daily Trade on the Open; 1.12 Industry Concentration; 1.12.1 Weather: Sun, rain, snow, moon and the stars and clouds; 1.13 Conclusions and Final Remarks; References 2. Playing the Turn-of-the-Year Effect With Index Futures R. Clark and W. T. Ziemba 1. The Evidence; 2. Analysis of the Evidence; Probable Causes; Excess Returns; Excess Profits; 3. Strategies; 5. The 1986/87 Play; 6. Conclusions; Acknowledgment; References; 3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races D. B. Hausch and W. T. Ziemba; I. Introduction; II. Efficiency of the Various Betting Markets; III. Inefficiency of the Win Market and the Risk-free Hedging Model; IV. The Optimal Capital Growth Model; V. Testing the One-Track Capital Growth Model; VI. Final Discussion References 4. Locks at the Racetrack D. B. Hausch and W. T. Ziemba; Our lock concentrates on the show market; The show payoff on Arbor Hoggart is thought to be the highest show payoff of any sort; 5. Arbitrage and Risk Arbitrage in Team Jai Alai D. Lane and W. T. Ziemba; Acknowledgments; 1. INTRODUCTION; 2. THE ARBITRAGE; 3. RISK ARBITRAGES; 4. FINAL REMARKS; References; 6. Miscellaneous Inserts; a. The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion; REFERENCES b. Russell Report - The January Barometer: European, North American, Pacific and Worldwide Results 1 Introduction; 2 The US Evidence; 3 Worldwide Evidence; 4 Final Remarks; 5 References; 6 Appendix; c. Occupational Nostalgia; d. U.S. Bears Bets May Roil Japan's Turmoil/ Bearish Betters in U.S. May Be Partly Behind Upheavals in Tokyo; e. Nikkei Put Options Good Buy for Foreign Funds Managers; f. Buying Stock? Consider Turn-of-the-Month Effect; h. Turn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price Jump; g. Making Dollar-Cost Averaging Even More Profitable i. Russell Report - Investment Results From Exploiting Turn-of the- Month Effects |
| Record Nr. | UNINA-9910792081203321 |
|
Ziemba W. T
|
||
| New Jersey, : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Calendar anomalies and arbitrage / / by William T. Ziemba
| Calendar anomalies and arbitrage / / by William T. Ziemba |
| Autore | Ziemba W. T |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (607 p.) |
| Disciplina | 332.64/5 |
| Collana | World Scientific series in finance |
| Soggetto topico |
Stocks - Prices
Stock price forecasting Arbitrage Seasonal variations (Economics) |
| ISBN |
1-283-59377-7
9786613906229 981-4405-46-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; List of Co-authors; Acknowledgements; 1. Introduction - Calendar Anomalies C. S. Dzhabarov and W. T. Ziemba; 1.1 Introduction to Seasonal Anomaly Effects; 1.2 January Effect; 1.2.1 Trading the January small cap effect in the futures markets; 1.3 The January Barometer; 1.3.1 How to trade the January Barometer (JanB); 1.3.2 The international January Barometer; 1.4 Sell-in-May-and-go-away; 1.4.1 Same month next year; 1.5 Holiday Effects; 1.5.1 The sell on Rosh Hashanah and buy on Yom Kippur anomaly; 1.5.2 Ramadan; 1.6 Day of the Week Effects
1.7 Option Expiry Effects in the Russell 2000 and S&P 500 Futures Markets 1.8 Seasonality Calendars; 1.9 Political Effects 3; 1.9.1 When Congress is in session; 1.9.2 Election cycles; US bond returns after presidential elections; Some simple presidential investment strategies; Remarks; 1.9.3 Election cycles: Other literature; 1.10 Turn-of-the-month Effects; 1.11 Open/Close Daily Trade on the Open; 1.12 Industry Concentration; 1.12.1 Weather: Sun, rain, snow, moon and the stars and clouds; 1.13 Conclusions and Final Remarks; References 2. Playing the Turn-of-the-Year Effect With Index Futures R. Clark and W. T. Ziemba 1. The Evidence; 2. Analysis of the Evidence; Probable Causes; Excess Returns; Excess Profits; 3. Strategies; 5. The 1986/87 Play; 6. Conclusions; Acknowledgment; References; 3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races D. B. Hausch and W. T. Ziemba; I. Introduction; II. Efficiency of the Various Betting Markets; III. Inefficiency of the Win Market and the Risk-free Hedging Model; IV. The Optimal Capital Growth Model; V. Testing the One-Track Capital Growth Model; VI. Final Discussion References 4. Locks at the Racetrack D. B. Hausch and W. T. Ziemba; Our lock concentrates on the show market; The show payoff on Arbor Hoggart is thought to be the highest show payoff of any sort; 5. Arbitrage and Risk Arbitrage in Team Jai Alai D. Lane and W. T. Ziemba; Acknowledgments; 1. INTRODUCTION; 2. THE ARBITRAGE; 3. RISK ARBITRAGES; 4. FINAL REMARKS; References; 6. Miscellaneous Inserts; a. The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion; REFERENCES b. Russell Report - The January Barometer: European, North American, Pacific and Worldwide Results 1 Introduction; 2 The US Evidence; 3 Worldwide Evidence; 4 Final Remarks; 5 References; 6 Appendix; c. Occupational Nostalgia; d. U.S. Bears Bets May Roil Japan's Turmoil/ Bearish Betters in U.S. May Be Partly Behind Upheavals in Tokyo; e. Nikkei Put Options Good Buy for Foreign Funds Managers; f. Buying Stock? Consider Turn-of-the-Month Effect; h. Turn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price Jump; g. Making Dollar-Cost Averaging Even More Profitable i. Russell Report - Investment Results From Exploiting Turn-of the- Month Effects |
| Record Nr. | UNINA-9910807056703321 |
|
Ziemba W. T
|
||
| New Jersey, : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Candlestick charting for dummies [[electronic resource] /] / by Russell Rhoads
| Candlestick charting for dummies [[electronic resource] /] / by Russell Rhoads |
| Autore | Rhoads Russell |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (363 p.) |
| Disciplina |
332.63
332.632042 |
| Collana | --For dummies |
| Soggetto topico |
Stock price forecasting
Stocks - Prices Investment analysis Commodity exchanges |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-470-37848-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Candlestick Charting for Dummies; About the Author; Dedication; Author's Acknowledgments; Contents at a Glance; Table of Contents; Introduction; About This Book; Conventions Used in This Book; What You're Not to Read; Foolish Assumptions; How This Book Is Organized; Icons Used in This Book; Where to Go from Here; Part I: Getting Familiar with Candlestick Charting and Technical Analysis; Chapter 1: Understanding Charting and Where Candlesticks Fit In; Chapter 2: Getting to Know Candlestick Charts; Chapter 3: Building a Base of Candlestick Chart Knowledge
Chapter 4: Using Electronic Resources to Create Full ChartsPart II: Working with Simple Candlestick Patterns; Chapter 5: Working with Straightforward Single-Stick Patterns; Chapter 6: Single-Stick Patterns That Depend on Market Context; Chapter 7: Working with Bullish Double-Stick Patterns; Chapter 8: Utilizing Bearish Double-Stick Patterns; Part III: Making the Most of Complex Patterns; Chapter 9: Getting the Hang of Bullish Three-Stick Patterns; Chapter 10: Trading with Bearish Three-Stick Patterns; Part IV: Combining Patterns and Indicators Chapter 11: Using Technical Indicators to Complement Your Candlestick ChartsChapter 12: Buy Indicators and Bullish Reversal Candlestick Patterns; Chapter 13: Sell Indicators and Bearish Reversal Candlestick Patterns; Chapter 14: Using Technical Indicators Alongside Bullish-Trending Candlestick Patterns; Chapter 15: Combining Technical Indicators and Bearish-Trending Candlestick Patterns; Part V: The Part of Tens; Chapter 16: Ten Myths about Charting, Trading, and Candlesticks; Chapter 17: Ten Tips to Remember about Technical Analysis; Index |
| Record Nr. | UNINA-9910458494403321 |
|
Rhoads Russell
|
||
| Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Candlestick charting for dummies [[electronic resource] /] / by Russell Rhoads
| Candlestick charting for dummies [[electronic resource] /] / by Russell Rhoads |
| Autore | Rhoads Russell |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (363 p.) |
| Disciplina |
332.63
332.632042 |
| Collana | --For dummies |
| Soggetto topico |
Stock price forecasting
Stocks - Prices Investment analysis Commodity exchanges |
| ISBN | 0-470-37848-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Candlestick Charting for Dummies; About the Author; Dedication; Author's Acknowledgments; Contents at a Glance; Table of Contents; Introduction; About This Book; Conventions Used in This Book; What You're Not to Read; Foolish Assumptions; How This Book Is Organized; Icons Used in This Book; Where to Go from Here; Part I: Getting Familiar with Candlestick Charting and Technical Analysis; Chapter 1: Understanding Charting and Where Candlesticks Fit In; Chapter 2: Getting to Know Candlestick Charts; Chapter 3: Building a Base of Candlestick Chart Knowledge
Chapter 4: Using Electronic Resources to Create Full ChartsPart II: Working with Simple Candlestick Patterns; Chapter 5: Working with Straightforward Single-Stick Patterns; Chapter 6: Single-Stick Patterns That Depend on Market Context; Chapter 7: Working with Bullish Double-Stick Patterns; Chapter 8: Utilizing Bearish Double-Stick Patterns; Part III: Making the Most of Complex Patterns; Chapter 9: Getting the Hang of Bullish Three-Stick Patterns; Chapter 10: Trading with Bearish Three-Stick Patterns; Part IV: Combining Patterns and Indicators Chapter 11: Using Technical Indicators to Complement Your Candlestick ChartsChapter 12: Buy Indicators and Bullish Reversal Candlestick Patterns; Chapter 13: Sell Indicators and Bearish Reversal Candlestick Patterns; Chapter 14: Using Technical Indicators Alongside Bullish-Trending Candlestick Patterns; Chapter 15: Combining Technical Indicators and Bearish-Trending Candlestick Patterns; Part V: The Part of Tens; Chapter 16: Ten Myths about Charting, Trading, and Candlesticks; Chapter 17: Ten Tips to Remember about Technical Analysis; Index |
| Record Nr. | UNINA-9910784608603321 |
|
Rhoads Russell
|
||
| Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Candlestick charting for dummies / / by Russell Rhoads
| Candlestick charting for dummies / / by Russell Rhoads |
| Autore | Rhoads Russell |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (363 p.) |
| Disciplina |
332.63
332.632042 |
| Collana | --For dummies |
| Soggetto topico |
Stock price forecasting
Stocks - Prices Investment analysis Commodity exchanges |
| ISBN | 0-470-37848-4 |
| Classificazione | 338.155 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Candlestick Charting for Dummies; About the Author; Dedication; Author's Acknowledgments; Contents at a Glance; Table of Contents; Introduction; About This Book; Conventions Used in This Book; What You're Not to Read; Foolish Assumptions; How This Book Is Organized; Icons Used in This Book; Where to Go from Here; Part I: Getting Familiar with Candlestick Charting and Technical Analysis; Chapter 1: Understanding Charting and Where Candlesticks Fit In; Chapter 2: Getting to Know Candlestick Charts; Chapter 3: Building a Base of Candlestick Chart Knowledge
Chapter 4: Using Electronic Resources to Create Full ChartsPart II: Working with Simple Candlestick Patterns; Chapter 5: Working with Straightforward Single-Stick Patterns; Chapter 6: Single-Stick Patterns That Depend on Market Context; Chapter 7: Working with Bullish Double-Stick Patterns; Chapter 8: Utilizing Bearish Double-Stick Patterns; Part III: Making the Most of Complex Patterns; Chapter 9: Getting the Hang of Bullish Three-Stick Patterns; Chapter 10: Trading with Bearish Three-Stick Patterns; Part IV: Combining Patterns and Indicators Chapter 11: Using Technical Indicators to Complement Your Candlestick ChartsChapter 12: Buy Indicators and Bullish Reversal Candlestick Patterns; Chapter 13: Sell Indicators and Bearish Reversal Candlestick Patterns; Chapter 14: Using Technical Indicators Alongside Bullish-Trending Candlestick Patterns; Chapter 15: Combining Technical Indicators and Bearish-Trending Candlestick Patterns; Part V: The Part of Tens; Chapter 16: Ten Myths about Charting, Trading, and Candlesticks; Chapter 17: Ten Tips to Remember about Technical Analysis; Index |
| Record Nr. | UNINA-9910813941803321 |
|
Rhoads Russell
|
||
| Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe
| Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe |
| Autore | Büyükşahin Bahattin |
| Pubbl/distr/stampa | New York, : Nova Science, c2009 |
| Descrizione fisica | 1 online resource (78 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) |
HaighMichael S
RobeMichel A |
| Soggetto topico |
Stocks - Prices
Price indexes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-61728-669-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910460022003321 |
|
Büyükşahin Bahattin
|
||
| New York, : Nova Science, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe
| Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe |
| Autore | Büyükşahin Bahattin |
| Pubbl/distr/stampa | New York, : Nova Science, c2009 |
| Descrizione fisica | 1 online resource (78 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) |
HaighMichael S
RobeMichel A |
| Soggetto topico |
Stocks - Prices
Price indexes |
| ISBN | 1-61728-669-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910785292303321 |
|
Büyükşahin Bahattin
|
||
| New York, : Nova Science, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe
| Commodities and equities [[electronic resource] ] : a "market of one"? / / Bahattin Büyükşahin, Michael S. Haigh and Michel A. Robe |
| Autore | Büyükşahin Bahattin |
| Pubbl/distr/stampa | New York, : Nova Science, c2009 |
| Descrizione fisica | 1 online resource (78 p.) |
| Disciplina | 332.63/222 |
| Altri autori (Persone) |
HaighMichael S
RobeMichel A |
| Soggetto topico |
Stocks - Prices
Price indexes |
| ISBN | 1-61728-669-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910828745403321 |
|
Büyükşahin Bahattin
|
||
| New York, : Nova Science, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Stocks - Prices
(94)
- Investment analysis (34)
- Stock price forecasting (26)
- Speculation (19)
- Corporations - Valuation (15)