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More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (ETFs) Market and Volatility Trading - Hardcover

Jiang Shunxin

 
9789814641050: More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (ETFs) Market and Volatility Trading
Hardcover
ISBN 10: 9814641057 ISBN 13: 9789814641050
Publisher: World Scientific Publishing Company, 2015

Synopsis

"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?

"synopsis" may belong to another edition of this title.

From the Back Cover

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?

"About this title" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2015
Language
English
ISBN 10 
9814641057
ISBN 13 
9789814641050
Binding
Hardcover
Number of pages
204