The handbook of trading : strategies for navigating and profiting from currency, bond, and stock markets / Greg N. Gregoriou, editor.
Tipo de material:
TextoIdioma: Inglés Series McGraw-Hill Finance & InvestingDetalles de publicación: New York : McGraw Hill Professional, c2010.Descripción: xxxiii, 462 p. : il., grafs., etcISBN: - 9780071743532
- 0071743537
- 332.64 G821 22 ed.
| Tipo de ítem | Biblioteca actual | Biblioteca de origen | Colección | Signatura topográfica | Info Vol | Estado | Fecha de vencimiento | Código de barras | Reserva de ítems | |
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Préstamo externo (6 días)
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Biblioteca Central | Biblioteca Central | General | 332.64 G821 (Navegar estantería(Abre debajo)) | Ej.1 | Disponible | 10101000001043690 | |||
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Préstamo externo (6 días)
|
Biblioteca Central | Biblioteca Central | General | 332.64 G821 (Navegar estantería(Abre debajo)) | Ej.2 | Disponible | 10101000002043691 |
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| 332.6328 G234 Commodity options : | 332.6328 G234 Commodity options : | 332.64 G821 The handbook of trading : | 332.64 G821 The handbook of trading : | 332.64 L235 Opciones financieras y productos estructurados / | 332.64 L235 Opciones financieras y productos estructurados / | 332.64 V436 Day trading: Necociación intradía: Estrategias y tácticas: |
Series statement from jacket.
Includes bibliographical references, index, etc.
Pte. 1. Execution and momentun trading -- Cap. 1. Performance leakage and value -- 2. Informed trading in parallel auction and dealer markets: the case of the London stock exchange -- 3. Momentum trading for the private investor -- 4. Trading in turbulent markets: does momentum work ? -- 5. The financial futures momentum -- 6. Order placement strategies in different market structures: a primer -- Pte. 2. Technical trading -- Cap. 7. Profitability of technical trading rules in an emerging market -- 8. Testing technical trading rules as portfolio selection strategies -- 9. Do technical trading rules increase the probability of winning ? empirical evidence from the foreign exchange market -- 10. Technical analysis in turbulent financial markets: does nonlinearity assist ? -- 11. Profiting from the dual-moving average crossover with exponential smoothing -- 12. Shareholder demands and the delaware derivative action -- Pte. 3. Exchange-trade fund strategies -- Cap. 13. Leveraged exchange-trade funds and their trading strategies -- 14. On the impact of exchange-traded funds over noise trading: evidence from european stock exchanges -- 15. Penetrating fixed-income exchange-traded funds -- 16. Smooth transition autoregressive models for for the day-of-the-week effect: an application to the S&P 500 index -- Pte. 4. Foreign exchange markets. Algorithmic trading and risk -- Cap. 17. Disparity of usd interbank interst rates in Hong Kong and Singapore: is there any arbitrage opportunity ? -- 18. Forex trading opportunities through prices under climate change -- 19. The impact of algorithmic trading models on the stock market -- 20. Trading in risk dimensions -- 21. Development of a risk-monitoring tool dedicated to commodity trading -- Pte. 5. Trading volume and behavior -- Cap. 22. Securities trading, asymmetric information, and market transparency -- 23. Arbitrage risk and the high-volume return premium.
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