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

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

Shunxin Jiang

Format: Print Book

ISBN: 9789814641050

  • Rp 2.056.608,51
    Unit price per 
Tax included.


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?

Format: Hardcover
No of Pages: 204
Imprint: World Scientific
Publication date: 20150130






We Also Recommend