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

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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