Works matching Program trading (Securities)

Results: 162

The debate over computer-assisted trading: who is right?

Published in:

Financial Executive, 1989, v. 5, n. 1, p. 49

By:

Essinger, James

Publication type:

Article

How to profit from program trading.

Published in:

Journal of Portfolio Management, 1988, v. 14, n. 2, p. 40, doi. 10.3905/jpm.1988.409134

By:

Finnerty, Joseph E.;
Park, Hun Y.

Publication type:

Article

The economy and the stock market: views of financial executives.

Published in:: Financial Executive, 1990, v. 6, n. 4, p. 48
Publication type:: Article

Perestroika on Wall Street: the future of securities trading.

Published in:

Financial Executive, 1989, v. 5, n. 3, p. 20

By:

Grundfest, Joseph A.

Publication type:

Article

Hierarchical constraint satisfaction of multilateral trade matching in commodity auction markets.

Published in:

Annals of Operations Research, 1997, v. 71, n. 1-4, p. 317, doi. 10.1023/A:1018927700552

By:

Ryu, Young U.

Publication type:

Article

Integrating Advanced Order Placements in the Design of an Algorithmic Trading System: A Pilot Study Testing Limit Orders, Trailing Stops, and Volume Slicing.

Published in:

Academy of Business Journal, 2021, p. 53

By:

Gold, Steven

Publication type:

Article

Stock Market Algorithmic Trading: A Test of Bollinger Bands Incorporating the Squeeze Effect and MACD Conditions.

Published in:

Journal of Applied Financial Research, 2018, v. 1, p. 13

By:

Gold, Steven

Publication type:

Article

THE EXCEPTION OF UNCONSTITUTIONALITY RAISED BEFORE AN INTERNATIONAL ARBITRAL TRIBUNAL.

Published in:

Juridical Current, 2014, v. 17, n. 1, p. 106

By:

HURUBĂ, Eugen;
GABURA, Luminiţa

Publication type:

Article

CONSIDERATIONS ON THE COST OF ARBITRATION.

Published in:

Juridical Current, 2014, v. 17, n. 1, p. 100

By:

ROBA, Roxana Maria

Publication type:

Article

Intraday and Night Index Arbitrage.

Published in:

Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 2, p. 3

By:

Lee, Chun I.;
Gleason, Kimberly C.;
Madura, Jeff

Publication type:

Article

Functional Obsolescence and an Extension of Hedonic Theory.

Published in:

Journal of Real Estate Finance & Economics, 1991, v. 4, n. 1, p. 49

By:

Colwell, Peter F.

Publication type:

Article

Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach.

Published in:

Review of Financial Studies, 2008, v. 21, n. 5, p. 2174, doi. 10.1093/rfs/hhn064

By:

Huang, Jennifer

Publication type:

Article

Program trading and intraday volatility.

Published in:

Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.653

By:

Harris, L;
Sofianos, G;
Shapiro, JE

Publication type:

Article

Pricing errors and estimates of risk premia in factor models.

Published in:

Annals of Finance, 2010, v. 6, n. 3, p. 391, doi. 10.1007/s10436-008-0116-4

By:

Sawyer, Kim R.;
Gygax, André F.;
Hazledine, Matthew

Publication type:

Article

Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution.

Published in:

Computational Management Science, 2004, v. 1, n. 3/4, p. 311, doi. 10.1007/s10287-004-0018-5

By:

Brabazon, Anthony;
O’Neill, Michael

Publication type:

Article

The Predictive Power of the French Market Volatility Index: A Multi Horizons Study.

Published in:

European Finance Review, 1998, v. 2, n. 3, p. 303

By:

Moraux, Franck;
Navatte, Patrick;
Vill, Christophe

Publication type:

Article

Real-time market microstructure analysis: online transaction cost analysis.

Published in:

Quantitative Finance, 2014, v. 14, n. 7, p. 1167, doi. 10.1080/14697688.2014.884283

By:

Azencott, R.;
Beri, A.;
Gadhyan, Y.;
Joseph, N.;
Lehalle, C.-A.;
Rowley, M.

Publication type:

Article

Asset price bubbles: a survey.

Published in:

Quantitative Finance, 2014, v. 14, n. 4, p. 589, doi. 10.1080/14697688.2012.755266

By:

Scherbina, Anna;
Schlusche, Bernd

Publication type:

Article

Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 3, p. 218, doi. 10.1002/fut.20355

By:

McMillan, David G.;
Ülkü, Numan

Publication type:

Article

Closed-form option pricing formulas with extreme events.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 213, doi. 10.1002/fut.20298

By:

Câmara, António;
Heston, Steven L.

Publication type:

Article

Valuing stock options when prices are subject to a lower boundary.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 231, doi. 10.1002/fut.20299

By:

Veestraeten, Dirk

Publication type:

Article

DECREASED PRICE CLUSTERING IN FTSE100 FUTURES CONTRACTS FOLLOWING A TRANSFER FROM FLOOR TO ELECTRONIC TRADING.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 7, p. 647, doi. 10.1002/fut.10080

By:

Gwilym, Owain Ap;
Alibo, Evamena

Publication type:

Article

TRANSACTION COSTS AND MARKET QUALITY: OPEN OUTCRY VERSUS ELECTRONIC TRADING.

Published in:

Journal of Futures Markets, 2001, v. 21, n. 8, p. 713, doi. 10.1002/fut.1802

By:

Yiuman Tse;
Zabotina, Tatyana V.

Publication type:

Article

Titelei.

Published in:: Technisches Messen, 2018, v. 85, p. I, doi. 10.1515/teme-2018-frontmatter85s1
Publication type:: Article

Material Adverse Change Clauses and Acquisition Dynamics.

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 3, p. 819, doi. 10.1017/S0022109013000288

By:

Denis, David J.;
Macias, Antonio J.

Publication type:

Article

Reconsidering the Affirmative Obligation of Market Makers.

Published in:

Financial Analysts Journal, 1998, v. 54, n. 5, p. 72, doi. 10.2469/faj.v54.n5.2214

By:

Stoll, Hans R.

Publication type:

Article

Index Arbitrage and the Media.

Published in:

Financial Analysts Journal, 1991, v. 47, n. 5, p. 8

By:

Holden, Craig W.

Publication type:

Article

Index Arbitrage and Volatility.

Published in:

Financial Analysts Journal, 1990, v. 46, n. 4, p. 6

By:

Miller, Merton H.

Publication type:

Article

Market Basket Alternatives.

Published in:

Financial Analysts Journal, 1989, v. 45, n. 5, p. 20, doi. 10.2469/faj.v45.n5.20

By:

Rubinstein, Mark

Publication type:

Article

Program Trading and Systematic Stock Price Behavior.

Published in:

Financial Analysts Journal, 1989, v. 45, n. 3, p. 61, doi. 10.2469/faj.v45.n3.61

By:

Martin, John D.;
Senchack Jr., A. J.

Publication type:

Article

Mea Culpa.

Published in:

Financial Analysts Journal, 1988, v. 44, n. 3, p. 8

By:

C. A. D.

Publication type:

Article

Program Trading and Expiration-Day Effects.

Published in:

Financial Analysts Journal, 1987, v. 43, n. 2, p. 16, doi. 10.2469/faj.v43.n2.16

By:

Stoll, Hans R.;
Whaley, Robert E.

Publication type:

Article

Stock Index Futures: Does the Tail Wag the Dog?

Published in:

Financial Analysts Journal, 1987, v. 43, n. 2, p. 57, doi. 10.2469/faj.v43.n2.57

By:

Finnerty, Joseph E.;
Park, Hun Y.

Publication type:

Article

Program Trading and the Market.

Published in:

Financial Analysts Journal, 1986, v. 42, n. 6, p. 8

By:

Stoll, Hans R.;
Whaley, Robert E.

Publication type:

Article

Electronic Trading in Futures Markets.

Published in:

Financial Analysts Journal, 1982, v. 38, n. 1, p. 33, doi. 10.2469/faj.v38.n1.33

By:

Burns, Joseph M.

Publication type:

Article

The Relation of the Price of a Warrant to the Price of Its Associated Stock.

Published in:

Financial Analysts Journal, 1967, v. 23, n. 4, p. 88, doi. 10.2469/faj.v23.n4.88

By:

Shelton, John P.

Publication type:

Article

COVERED INTEREST ARBITRAGE AND MARKET TURBULENCE.

Published in:

Economic Journal, 1989, v. 99, n. 396, p. 376, doi. 10.2307/2234031

By:

Taylor, Mark P.

Publication type:

Article

Modelling Bidders in Sequential Automated Auctions.

Published in:

Computer Journal, 2010, v. 53, n. 2, p. 208, doi. 10.1093/comjnl/bxp028

By:

Velan, Kumaara

Publication type:

Article

THE SO<sub>2</sub> EMISSIONS TRADING PROGRAM: COST SAVINGS WITHOUT ALLOWANCE TRADES.

Published in:

Contemporary Economic Policy, 1996, v. 14, n. 2, p. 79, doi. 10.1111/j.1465-7287.1996.tb00615.x

By:

BURTRAW, DALLAS

Publication type:

Article

Volatility Jumps.

Published in:

Journal of Business & Economic Statistics, 2011, v. 29, n. 3, p. 356, doi. 10.1198/jbes.2010.08342

By:

Todorov, Viktor;
Tauchen, George

Publication type:

Article

Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM.

Published in:

Applied Economics Letters, 2009, v. 16, n. 18, p. 1867, doi. 10.1080/13504850701719595

By:

Li, Ming-Yuan Leon

Publication type:

Article

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency.

Published in:

Applied Economics Letters, 2009, v. 16, n. 11, p. 1129, doi. 10.1080/13504850701335350

By:

Lim, Kian-Ping

Publication type:

Article

Valuation of futures options with initial margin requirements and daily price limit.

Published in:

Acta Mathematica Sinica, 2010, v. 26, n. 3, p. 579, doi. 10.1007/s10114-010-7275-8

By:

Juan Li;
Yan Ling Gu

Publication type:

Article

Program Trading and Intraday Volatility in the Stock Index Futures Market and Spot Market: The Case of Korea.

Published in:

Journal of Asia-Pacific Business, 2002, v. 4, n. 3, p. 53

By:

Jae Hoon Min

Publication type:

Article

EUROPEAN FINANCIAL MANAGEMENT FORTHCOMING PAPERS.

Published in:: European Financial Management, 2006, v. 12, n. 4, p. 651, doi. 10.1111/j.1468-036X.2006.00335.x
Publication type:: Article

Straight Through Processing Technology in Global Financial Market: Readiness Assessment and Implementation.

Published in:

Journal of Global Information Management, 2003, v. 11, n. 2, p. 56, doi. 10.4018/jgim.2003040104

By:

Hee, Jarrad;
Yining Chen;
Wayne Huang

Publication type:

Article

Internet-Based Share Dealing in the New Global Marketplace.

Published in:

Journal of Global Information Management, 2001, v. 9, n. 1, p. 11, doi. 10.4018/jgim.2001010102

By:

Allgood, Bridget

Publication type:

Article

Do Fundamental Index Funds Outperform Traditional Index Funds?

Published in:

Journal of Financial Planning, 2015, v. 28, n. 12, p. 40

By:

Chang, C. Edward;
Krueger, Thomas M.

Publication type:

Article

The Trader Interaction Effect on the Impact of Overconfidence on Trading Performance: An Empirical Study.

Published in:

Journal of Behavioral Finance, 2007, v. 8, n. 2, p. 59, doi. 10.1080/15427560701377232

By:

Cheng, PhilipY. K.

Publication type:

Article

Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets.

Published in:

Emerging Markets Finance & Trade, 2010, v. 46, n. 5, p. 48, doi. 10.2753/REE1540-496X460504

By:

Janchung Wang

Publication type:

Article