More Evidence Against The Random Walk Hypothesis: Exchange-traded Funds (Etfs) Market And Volatility Trading

"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?

Product details

• Authors: Shunxin Jiang, Jiang Shunxin, Jiang Shunxin, Shunxin Jiang
• Publisher: Ingram Publishers Services
• Languages: English
• Product format: Hardback
• Released: 26.03.2015
• EAN: 9789814641050
• ISBN: 978-981-46410-5-0
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Business administration; Business & Economics / Investments & Securities / General, Stochastics, Investment & securities, Investment and securities