Greg Gregoriou
The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets
https://www.mheducation.com/cover-images/Jpeg_400-high/0071743537.jpeg
1
April 16, 2010
9780071743532
Make the post-meltdown markets work for you,
using the unparalleled insight of today’s
top global investing experts!
“This book provides a collection of papers that examine trading
execution, technical trading, and trading strategies, as well as algorithms
in different markets (equities, forex, fixed income, exchange traded funds,
derivatives, and commodities) around the world. This is particularly relevant
given the recent explosion in trading volumes.”
Tarun Chordia, R. Howard Dobbs Chair in Finance,
Goizueta Business School, Emory University
“This book uses a number of well-respected authors in the area of asset trading.
It provides a comprehensive analysis of trading-related issues covering
momentum trading, algorithmic trading, the use of technical trading rules,
strategies for ETFs, and the role of trading volume.”
Professor John Cotter, Director of the Centre for Financial Markets,
University College Dublin School of Business, University College Dublin
“The Handbook of Trading is a good reference tool for both practitioners
and academics. The contents cover a wide range of topical issues.”
Professor Robert McGee, Director of the Center for Accounting, Auditing, and Tax Studies,
College of Business Administration, Florida International University
About the Book:
Given today’s market volatility, even
the most advanced investors can be
unsure of their next move. Rather
than rely on one or two individuals who claim
general knowledge on any given investing
topic, you need the advice of professionals
who have spent their entire careers developing
real expertise on more focused sectors of
the market.
The Handbook of Trading is the only book
available that provides just that.
Greg N. Gregoriou has amassed forty of the
world’s top academics, researchers, and practitioners
who explain how to make today’s
markets work for you. With this highly technical
but ultimately practical guide, you have
access to a broad array of trading strategies
that will put you light years ahead of the
competition—regardless of the state of the
market.
From technical analysis and momentum
trading to algorithmic and FOREX trading,
The Handbook of Trading introduces you to
techniques and insights never before published,
each of which has been rigorously
back-tested and analyzed. Chapters include:
Performance Leakage and Value
Discounts on the Toronto Stock
Exchange
Lawrence Kryzanowski
and Skander Lazrak
Trading in Turbulent Markets: Does
Momentum Work?
Tim A. Herberger
and Daniel M. Kohlert
Profitability of Technical Trading Rules
in an Emerging Market
Dimitris
Kenourgios and Spyros Papathanasiou
Leveraged Exchange-Traded Funds
and Their Trading Strategies
Narat
Charupat
The Impact of Algorithmic Trading
Models on the Stock Market
Ohannes
G. Paskelian
Applying critical lessons learned from the financial
crisis of 2008–2009, the contributors
explain how to approach turbulent market
environments and adjust your trading methodologies
accordingly.
The Handbook of Trading is the go-to guide
for financial professionals seeking profits in
today’s currency, bond, and stock markets.
Correlating PowerPoint slides and reading
questions created by the contributors appear on
http://www.mhprofessional.com/handbookoftrading.
The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets
1st Edition
By Greg Gregoriou
ISBN10: 0071743537
ISBN13: 9780071743532
Copyright: 2010
ISBN10: 0071743537
ISBN13: 9780071743532
Copyright: 2010
09780071743532
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The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.
Program Details
Section One: Execution and Momentum Trading;
Chapter 1. Performance Leakage and Value Discounts on the Toronto Stock Exchange;
Chapter 2. Informed Trading in Parallel Auction and Dealer Markets: The Case of the London Stock Exchange;
Chapter 3. Order Placement Strategies in Different Market Structures;
Chapter 4. Momentum Trading for the Private Investor;
Chapter 5. Trading in Turbulent Markets: Does Momentum Work;
Chapter 6. The Financial Futures Momentum;
Section Two: Technical Trading;
Chapter 7. Profitability of Technical Trading Rules in an Emerging Market;
Chapter 8. Testing Technical Trading Rules as Portfolio Selection Strategies;
Chapter 9. Do Technical Trading Rules Increase the Probability of Winning: Empirical Evidence from the Foreign Exchange Market;
Chapter 10. Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist;
Chapter 11. Profiting from the Dual Moving Average Cross-Over with Exponential Smoothing;
Chapter 12. Shareholder Demands and the Delaware Derivative Action;
Section Three: Exchange Traded Fund Strategies;
Chapter 13. Leveraged Exchanged-Traded Funds and their Trading Strategies;
Chapter 14. On the Impact of Exchange-Traded Funds over Noise Trading: Evidence from European Stock Exchanges;
Chapter 15. Penetrating Fixed Income ETFs;
Chapter 16. Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect: An Application to S&P 500 Index;
Section Four: Foreign Exchange Markets, Algorithmic Trading, and Risk;
Chapter 17. Disparity of USD Interbank Interest Rates in Hong Kong and Singapore: Is There Any Arbitrage Opportunity;
Chapter 18. Forex Trading Opportunities Through Prices Under Climate Change;
Chapter 19. The Impact of Algorithmic Trading Models on the Stock Market;
Chapter 20. Trading in Risk Dimensions;
Chapter 21. Development of a Risk-Monitoring Tool Dedicated to Commodity Trading;
Section Five: Trading Volume and Behavior;
Chapter 22. Securities Trading, Asymmetric Information, and Market Transparency;
Chapter 23. Arbitrage Risk and the High-Volume Return Premium;
Chapter 24. The Impact of Hard vs. Soft Information on Trading Volume: Evidence from Management Earnings Forecasts;
Chapter 25. Modeling Bubbles and Anti-Bubbles in Bear Markets: A Medium-Term Trading Analysis;
Chapter 26. Strategic Financial Intermediaries with Brokerage Activities;
Chapter 27. Financial Markets, Investment Analysis, and Trading in Primary and Secondary Markets;
Chapter 28. Trading and Overconfidence;
Chapter 29. Correlated-Asset Trading and Disclosure of Private Information
Section One: Execution and Momentum Trading;
Chapter 1. Performance Leakage and Value Discounts on the Toronto Stock Exchange;
Chapter 2. Informed Trading in Parallel Auction and Dealer Markets: The Case of the London Stock Exchange;
Chapter 3. Order Placement Strategies in Different Market Structures;
Chapter 4. Momentum Trading for the Private Investor;
Chapter 5. Trading in Turbulent Markets: Does Momentum Work;
Chapter 6. The Financial Futures Momentum;
Section Two: Technical Trading;
Chapter 7. Profitability of Technical Trading Rules in an Emerging Market;
Chapter 8. Testing Technical Trading Rules as Portfolio Selection Strategies;
Chapter 9. Do Technical Trading Rules Increase the Probability of Winning: Empirical Evidence from the Foreign Exchange Market;
Chapter 10. Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist;
Chapter 11. Profiting from the Dual Moving Average Cross-Over with Exponential Smoothing;
Chapter 12. Shareholder Demands and the Delaware Derivative Action;
Section Three: Exchange Traded Fund Strategies;
Chapter 13. Leveraged Exchanged-Traded Funds and their Trading Strategies;
Chapter 14. On the Impact of Exchange-Traded Funds over Noise Trading: Evidence from European Stock Exchanges;
Chapter 15. Penetrating Fixed Income ETFs;
Chapter 16. Smoothing Transition Autoregressive (STAR) Models for the Day of the Week Effect: An Application to S&P 500 Index;
Section Four: Foreign Exchange Markets, Algorithmic Trading, and Risk;
Chapter 17. Disparity of USD Interbank Interest Rates in Hong Kong and Singapore: Is There Any Arbitrage Opportunity;
Chapter 18. Forex Trading Opportunities Through Prices Under Climate Change;
Chapter 19. The Impact of Algorithmic Trading Models on the Stock Market;
Chapter 20. Trading in Risk Dimensions;
Chapter 21. Development of a Risk-Monitoring Tool Dedicated to Commodity Trading;
Section Five: Trading Volume and Behavior;
Chapter 22. Securities Trading, Asymmetric Information, and Market Transparency;
Chapter 23. Arbitrage Risk and the High-Volume Return Premium;
Chapter 24. The Impact of Hard vs. Soft Information on Trading Volume: Evidence from Management Earnings Forecasts;
Chapter 25. Modeling Bubbles and Anti-Bubbles in Bear Markets: A Medium-Term Trading Analysis;
Chapter 26. Strategic Financial Intermediaries with Brokerage Activities;
Chapter 27. Financial Markets, Investment Analysis, and Trading in Primary and Secondary Markets;
Chapter 28. Trading and Overconfidence;
Chapter 29. Correlated-Asset Trading and Disclosure of Private Information
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