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
