The Handbook of Trading Strategies for Navigating and Profiting from Currency, Bond, and Stock Mark

Greg N. Gregoriou 지음

McGraw-Hill 2010년 05월 14일 출간

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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

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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 SP 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. Dev

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저자(글) Greg N. Gregoriou