Greg Gregoriou
The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets
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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
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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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