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

Author: Greg N. Gregoriou
Publisher: McGraw Hill
ISBN: 9780071743532
Published In: April 2010
Format: Hardback , 512 pages
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

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Contents
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40 international finance experts provide unparalleled insight into profiting from the still-volatile post-meltdown markets
This is the first contributed volume that analyzes several different trading strategies based on lessons learned from the 2008-2009 financial crisis
Includes PowerPoint slides and reading questions that readers can use as accompaniments to the text

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

Greg N. Gregoriou is a professor of finance in the School of Business and Economics at the State University of New York (Plattsburgh). He is co-editor of the Journal of Derivatives and Hedge Funds and an editorial board member of the Journal of Wealth Management and the Journal of Risk Management in Financial Institutions. His books with McGraw-Hill include The Credit Derivatives Handbook, The VaR Modeling Handbook, and The Risk Modeling Evaluation Handbook. He lives in Plattsburgh, NY.