DESCRIPTION

(From The Jacket) - 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.

TABLE OF CONTENTS

Part 1 - 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 - Momentum Trading For The Private Investor
• Chapter 4 - Trading In Turbulent Markets: Does Momentum Work?
• Chapter 5 - The Financial Futures Momentum
• Chapter 6 - Order Placement Strategies In Different Market Structures: A Primer

Part 2: 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 Crossover With Exponential Smoothing
• Chapter 12 - Shareholder Demands And The Delaware Derivative Action

Part 3: Exchange-Traded Fund Strategies

• Chapter 13 - Leveraged Exchange-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 Exchange-Traded Funds
• Chapter 16 - Smooth Transition Autoregressive Models For The Day-Of-The-Week Effect: An Application To The S&P 500 Index

Part 4: 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

Part 5: 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 Versus 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