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CITATION

Gregoriou, Greg N.. The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets. US: McGraw-Hill, 2010.

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

Authors: Greg N. Gregoriou

Published:  April 2010

eISBN: 9780071743549 0071743545 | ISBN: 9780071743532
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  • Contents
  • Editor
  • Contributors
  • Acknowledgments
  • Part I: Execution and Momentum Trading
  • Chapter 1 Performance Leakage and Value Discounts on the Toronto Stock Exchange
  • Abstract
  • Introduction
  • Sample and Data
  • Measures of Performance Leakage and Value Discounts
  • Empirical Estimates for the TSX
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 2 Informed Trading in Parallel Auction and Dealer Markets: The Case of the London Stock Exchange
  • Abstract
  • Introduction
  • Trading Systems and Venues
  • Institutional Background, Data, and Methodology
  • Empirical Results
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 3 Momentum Trading for the Private Investor
  • Abstract
  • Introduction
  • Data
  • Momentum Trading Results
  • Robustness Tests
  • Trading with a Volume Filter
  • Private Investor Trading
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 4 Trading in Turbulent Markets: Does Momentum Work?
  • Abstract
  • Introduction
  • Literature Review
  • Data and Methodology
  • Results
  • Conclusion
  • References
  • Notes
  • Chapter 5 The Financial Futures Momentum
  • Abstract
  • Introduction
  • Literature Review
  • Data
  • Methodology and Results
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 6 Order Placement Strategies in Different Market Structures: A Primer
  • Abstract
  • Introduction
  • Costs and Benefits of Limit Order Trading
  • Trading in a Continuous Order-Driven Market
  • Trading in a Call Auction
  • Conclusion
  • References
  • Part II: Technical Trading
  • Chapter 7 Profitability of Technical Trading Rules in an Emerging Market
  • Abstract
  • Introduction
  • Methodology
  • Data and Empirical Results
  • Conclusion
  • References
  • Notes
  • Chapter 8 Testing Technical Trading Rules as Portfolio Selection Strategies
  • Introduction
  • Data
  • Portfolio Formation
  • Bootstrap Experiment
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 9 Do Technical Trading Rules Increase the Probability of Winning? Empirical Evidence from the Foreign Exchange Market
  • Abstract
  • Introduction
  • Empirical Methodology
  • Empirical Results
  • Conclusion
  • References
  • Chapter 10 Technical Analysis in Turbulent Financial Markets: Does Nonlinearity Assist?
  • Abstract
  • Introduction
  • Nonlinear Modeling for Technical Analysis
  • Data and Empirical Results
  • Conclusion
  • References
  • Notes
  • Chapter 11 Profiting from the Dual-Moving Average Crossover with Exponential Smoothing
  • Abstract
  • Introduction
  • Background on the Moving Averages
  • Methodology
  • Data
  • Trading with the Exponentially Smoothed DMACO
  • Conclusion
  • References
  • Notes
  • Chapter 12 Shareholder Demands and the Delaware Derivative Action
  • Abstract
  • Introduction
  • Policy Purposes for Derivative Actions
  • Demand Requirements
  • Standing to Sue Derivatively
  • Futility Excuses the Demand Requirement
  • Futility, Director Independence, and Business Judgment
  • Conclusion
  • Acknowledgments
  • References
  • Part III: Exchange-Traded Fund Strategies
  • Chapter 13 Leveraged Exchange-Traded Funds and Their Trading Strategies
  • Abstract
  • Introduction
  • Trading Strategies
  • Conclusion
  • References
  • Notes
  • Chapter 14 On the Impact of Exchange-Traded Funds over Noise Trading: Evidence from European Stock Exchanges
  • Abstract
  • Introduction
  • Data
  • Methodology
  • Descriptive Statistics
  • Results; Conclusion
  • References
  • Notes
  • Chapter 15 Penetrating Fixed-Income Exchange-Traded Funds
  • Abstract
  • Introduction
  • Methodology
  • Data and Statistics
  • Empirical Results
  • Conclusion
  • References
  • Chapter 16 Smooth Transition Autoregressive Models for the Day-of-the-Week Effect: An Application to the S&P 500 Index
  • Abstract
  • Introduction
  • Literature Review
  • Methodology
  • Data
  • Empirical Results
  • Conclusion
  • References
  • Part IV: 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?
  • Abstract
  • Introduction
  • HIBOR and SIBOR
  • Data And Findings
  • Explanations for the HIBOR-SIBOR Disparity
  • Conclusion
  • References
  • Chapter 18 Forex Trading Opportunities Through Prices Under Climate Change
  • Abstract
  • Introduction
  • Methodology
  • Data and Empirical Application
  • Conclusion
  • References
  • Chapter 19 The Impact of Algorithmic Trading Models on the Stock Market
  • Abstract
  • Introduction
  • The Impact of Algorithmic Trading on the Market
  • Algorithmic Strategies
  • Algorithmic Trading Advantages
  • Algorithmic Trading Beyond Stock Markets
  • Conclusion
  • References
  • Chapter 20 Trading in Risk Dimensions
  • Abstract
  • Introduction
  • Data
  • Exponential Marginal Distribution Models
  • Copula Transformation
  • Portfolio Distribution
  • Risk Management
  • Sampling Multivariate Normal Distribution
  • Conclusion
  • References
  • Chapter 21 Development of a Risk-Monitoring Tool Dedicated to Commodity Trading
  • Abstract
  • Introduction
  • Literature Review
  • Methodology
  • Conclusion
  • Resources
  • Part V: Trading Volume And Behavior
  • Chapter 22 Securities Trading, Asymmetric Information, and Market Transparency
  • Abstract
  • Introduction
  • Experimental Design and Terminology
  • Data
  • Results
  • Conclusion
  • Acknowledgments
  • References
  • Notes
  • Chapter 23 Arbitrage Risk and the High- Volume Return Premium
  • Abstract
  • Introduction
  • Data and Method
  • Tests
  • Conclusion
  • References
  • Chapter 24 The Impact of Hard versus Soft Information on Trading Volume: Evidence from Management Earnings Forecasts
  • Abstract
  • Introduction
  • Data and Methodology
  • Empirical Results
  • Conclusion
  • References
  • Chapter 25 Modeling Bubbles and Anti-Bubbles in Bear Markets: A Medium-Term Trading Analysis
  • Abstract
  • Introduction
  • Log-Periodic Models: A Review
  • Empirical Analysis with World Stock Market Indexes
  • Out-of-Sample Empirical Analysis
  • Conclusion
  • References
  • Chapter 26 Strategic Financial Intermediaries with Brokerage Activities
  • Abstract
  • Introduction
  • The Benchmark Model: No Noise Is Observed
  • The General Model: When Some Noise Is Observed
  • Conclusion
  • References
  • Appendix
  • Chapter 27 Financial Markets, Investment Analysis, and Trading in Primary and Secondary Markets
  • Abstract
  • Introduction
  • Investment Analysis and Types of Trading
  • Composition of Trading Volume and Trading
  • Trading in Primary Versus Secondary Markets
  • Conclusion
  • References
  • Chapter 28 Trading and Overconfidence
  • Abstract
  • Introduction
  • Data
  • Empirical Results
  • Conclusion
  • References
  • Notes
  • Chapter 29 Correlated Asset Trading and Disclosure of Private Information
  • Abstract
  • Introduction
  • The Model
  • Disclosure of Information and Market Liquidity
  • Conclusion
  • Acknowledgments
  • References
  • Index