| 000 | 02898nam a2200277 a 4500 | ||
|---|---|---|---|
| 001 | 000015898 | ||
| 005 | 20160221095933.0 | ||
| 008 | 100908s2010 xxuad grn 001 0 eng d | ||
| 942 | _c | ||
| 020 |
_a9780071743532 _c(pasta dura) |
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| 020 |
_a0071743537 _c(pasta dura) |
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| 040 |
_aCO-BrUAC _bspa _cCO-BrUAC _dCO-BrUAC |
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| 041 | 0 | _aeng | |
| 082 | 0 | 4 |
_a332.64 _bG821 _222 ed. |
| 245 | 0 | 4 |
_aThe handbook of trading : _bstrategies for navigating and profiting from currency, bond, and stock markets / _cGreg N. Gregoriou, editor. |
| 260 |
_aNew York : _bMcGraw Hill Professional, _cc2010. |
||
| 300 |
_axxxiii, 462 p. : _bil., grafs., etc. |
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| 490 | 1 | _a[McGraw-Hill finance & investing] | |
| 500 | _aSeries statement from jacket. | ||
| 504 | _aIncludes bibliographical references, index, etc. | ||
| 505 | 0 | _aPte. 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. | |
| 650 | 1 | 0 | _aInvestment Analysis |
| 650 | 1 | 0 | _aSpeculation |
| 700 | 1 |
_aGregoriou, Greg N., _d1956- _eed. |
|
| 830 | 0 | _aMcGraw-Hill Finance & Investing | |
| 999 |
_c15634 _d15634 |
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