The Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets / Edition 1

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Overview

Make the post-meltdown markets work for you,

using the unparalleled insight of today’s

top global investing experts!

“This book provides a collection of papers that examine trading

execution, technical trading, and trading strategies, as well as algorithms

in different markets (equities, forex, fixed income, exchange traded funds,

derivatives, and commodities) around the world. This is particularly relevant

given the recent explosion in trading volumes.”

Tarun Chordia, R. Howard Dobbs Chair in Finance,

Goizueta Business School, Emory University

“This book uses a number of well-respected authors in the area of asset trading.

It provides a comprehensive analysis of trading-related issues covering

momentum trading, algorithmic trading, the use of technical trading rules,

strategies for ETFs, and the role of trading volume.”

Professor John Cotter, Director of the Centre for Financial Markets,

University College Dublin School of Business, University College Dublin

The Handbook of Trading is a good reference tool for both practitioners

and academics. The contents cover a wide range of topical issues.”

Professor Robert McGee, Director of the Center for Accounting, Auditing, and Tax Studies,

College of Business Administration, Florida International University

About the Book:

Given today’s market volatility, even

the most advanced investors can be

unsure of their next move. Rather

than rely on one or two individuals who claim

general knowledge on any given investing

topic, you need the advice of professionals

who have spent their entire careers developing

real expertise on more focused sectors of

the market.

The Handbook of Trading is the only book

available that provides just that.

Greg N. Gregoriou has amassed forty of the

world’s top academics, researchers, and practitioners

who explain how to make today’s

markets work for you. With this highly technical

but ultimately practical guide, you have

access to a broad array of trading strategies

that will put you light years ahead of the

competition—regardless of the state of the

market.

From technical analysis and momentum

trading to algorithmic and FOREX trading,

The Handbook of Trading introduces you to

techniques and insights never before published,

each of which has been rigorously

back-tested and analyzed. Chapters include:

  • Performance Leakage and Value

    Discounts on the Toronto Stock

    Exchange
    Lawrence Kryzanowski

    and Skander Lazrak

  • Trading in Turbulent Markets: Does

    Momentum Work?
    Tim A. Herberger

    and Daniel M. Kohlert

  • Profitability of Technical Trading Rules

    in an Emerging Market
    Dimitris

    Kenourgios and Spyros Papathanasiou

  • Leveraged Exchange-Traded Funds

    and Their Trading Strategies
    Narat

    Charupat

  • The Impact of Algorithmic Trading

    Models on the Stock Market
    Ohannes

    G. Paskelian

Applying critical lessons learned from the financial

crisis of 2008–2009, the contributors

explain how to approach turbulent market

environments and adjust your trading methodologies

accordingly.

The Handbook of Trading is the go-to guide

for financial professionals seeking profits in

today’s currency, bond, and stock markets.

Correlating PowerPoint slides and reading

questions created by the contributors appear on

http://www.mhprofessional.com/handbookoftrading.

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Product Details

  • ISBN-13: 9780071743532
  • Publisher: McGraw-Hill Professional Publishing
  • Publication date: 4/16/2010
  • Series: McGraw-Hill Financial Education Series
  • Edition number: 1
  • Pages: 512
  • Product dimensions: 6.50 (w) x 9.28 (h) x 1.56 (d)

Meet the Author

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.

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Table of Contents

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

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