Works matching Program trading (Securities)
Results: 159
The debate over computer-assisted trading: who is right?
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- Financial Executive, 1989, v. 5, n. 1, p. 49
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- Article
How to profit from program trading.
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- Journal of Portfolio Management, 1988, v. 14, n. 2, p. 40, doi. 10.3905/jpm.1988.409134
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- Article
Volatility Jumps.
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- Journal of Business & Economic Statistics, 2011, v. 29, n. 3, p. 356, doi. 10.1198/jbes.2010.08342
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- Article
Program Trading and Stock Index Futures: Blessing or Bane?
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- Economic Affairs, 1988, v. 8, n. 3, p. 21, doi. 10.1111/j.1468-0270.1988.tb01546.x
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- Article
Semantics-Based Transaction Processing for Real-Time Databases: The Case of Automated Stock Trading.
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- INFORMS Journal on Computing, 1999, v. 11, n. 3, p. 299, doi. 10.1287/ijoc.11.3.299
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- Article
STOCHASTIC NETWORK PROGRAMMING FOR FINANCIAL PLANNING PROBLEMS.
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- Management Science, 1992, v. 38, n. 11, p. 1642, doi. 10.1287/mnsc.38.11.1642
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- Article
Short Selling and Index Arbitrage Profitability: Evidence from the SGX MSCI and TAIFEX Taiwan Index Futures Markets.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 5, p. 48, doi. 10.2753/REE1540-496X460504
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- Article
Effect of Network Relations on the Adoption of Electronic Trading Systems.
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- Journal of Management Information Systems, 2008, v. 25, n. 1, p. 233, doi. 10.2753/MIS0742-1222250109
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- Article
Some comments on the APT.
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- Quantitative Finance, 2002, v. 2, n. 5, p. 378, doi. 10.1088/1469-7688/2/5/307
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Deriving the arbitrage pricing theory when the number of factors is unknown.
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- Quantitative Finance, 2001, v. 1, n. 5, p. 502, doi. 10.1088/1469-7688/1/5/302
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Multi-dimensional rational bubbles and fat tails.
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- Quantitative Finance, 2001, v. 1, n. 5, p. 533, doi. 10.1080/713665876
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- Article
Titelei.
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- Technisches Messen, 2018, v. 85, p. I, doi. 10.1515/teme-2018-frontmatter85s1
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- Article
The economy and the stock market: views of financial executives.
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- Financial Executive, 1990, v. 6, n. 4, p. 48
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- Article
Perestroika on Wall Street: the future of securities trading.
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- Financial Executive, 1989, v. 5, n. 3, p. 20
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Modelling Bidders in Sequential Automated Auctions.
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- Computer Journal, 2010, v. 53, n. 2, p. 208, doi. 10.1093/comjnl/bxp028
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- Article
THE EXCEPTION OF UNCONSTITUTIONALITY RAISED BEFORE AN INTERNATIONAL ARBITRAL TRIBUNAL.
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- Juridical Current, 2014, v. 17, n. 1, p. 106
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CONSIDERATIONS ON THE COST OF ARBITRATION.
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- Juridical Current, 2014, v. 17, n. 1, p. 100
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- Article
EUROPEAN FINANCIAL MANAGEMENT FORTHCOMING PAPERS.
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- European Financial Management, 2006, v. 12, n. 4, p. 651, doi. 10.1111/j.1468-036X.2006.00335.x
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- Article
No arbitrage and closure results for trading cones with transaction costs.
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- Finance & Stochastics, 2008, v. 12, n. 4, p. 583, doi. 10.1007/s00780-008-0075-7
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Electronic Trading in Financial Markets.
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- IT Professional, 2003, v. 5, n. 4, p. 10, doi. 10.1109/MITP.2003.1216227
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Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.
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- Journal of Money, Credit & Banking (Wiley-Blackwell), 2008, v. 40, n. 7, p. 1471, doi. 10.1111/j.1538-4616.2008.00167.x
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Is indexing really the answer?
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- Journal of Portfolio Management, 1977, v. 4, n. 1, p. 65, doi. 10.3905/jpm.1977.65
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Taming The Big Board.
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- Management Review, 1990, v. 79, n. 7, p. 10
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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model.
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- Stochastic Analysis & Applications, 2009, v. 27, n. 3, p. 555, doi. 10.1080/07362990902844371
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Hierarchical constraint satisfaction of multilateral trade matching in commodity auction markets.
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- Annals of Operations Research, 1997, v. 71, n. 1-4, p. 317, doi. 10.1023/A:1018927700552
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Behavioral Finance and Efficient Markets: Is the Joint Hypothesis Really the Problem?
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- IUP Journal of Behavioral Finance, 2010, v. 7, n. 1/2, p. 19
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- Article
SWITCHING FROM THE GLOBALIZATION OF MARKETS TO THE GLOBALIZATION OF PRODUCTION AND SERVICES IN A SEMIGLOBALIZED WORLD.
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- LESIJ - Lex ET Scientia International Journal, 2009, v. 16, n. 2, p. 388
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OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 1, p. -1, doi. 10.1142/S0219024917500054
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A Non-Parametric Option Pricing Model: Theory and Empirical Evidence.
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- Review of Quantitative Finance & Accounting, 2005, v. 24, n. 2, p. 115, doi. 10.1007/s11156-005-6333-2
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Price Expectation and the Pricing of Stock Index Futures.
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- Review of Quantitative Finance & Accounting, 2004, v. 23, n. 2, p. 167, doi. 10.1023/B:REQU.0000039510.16484.21
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The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and After Automation.
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- Review of Quantitative Finance & Accounting, 2002, v. 19, n. 4, p. 335, doi. 10.1023/A:1021109325128
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A NOTE ON SEMIVARIANCE.
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- Mathematical Finance, 2006, v. 16, n. 1, p. 53, doi. 10.1111/j.1467-9965.2006.00260.x
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INFORMACIJE NA VRIJEDNOSNICAMA I NJIHOVA ZAŠTITA.
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- Informatologia, 2010, v. 43, n. 3, p. 198
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Straight Through Processing Technology in Global Financial Market: Readiness Assessment and Implementation.
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- Journal of Global Information Management, 2003, v. 11, n. 2, p. 56, doi. 10.4018/jgim.2003040104
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Internet-Based Share Dealing in the New Global Marketplace.
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- Journal of Global Information Management, 2001, v. 9, n. 1, p. 11, doi. 10.4018/jgim.2001010102
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Do Fundamental Index Funds Outperform Traditional Index Funds?
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- Journal of Financial Planning, 2015, v. 28, n. 12, p. 40
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Liquidity costs: Screen-based trading versus open outcry
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- Review of Financial Economics, 2003, v. 12, n. 4, p. 381, doi. 10.1016/j.rfe.2003.07.003
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Market efficiency before and after introduction of electronic trading at the Toronto Stock Exchange.
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- Review of Financial Economics, 1997, v. 6, n. 1, p. 29, doi. 10.1016/S1058-3300(97)90013-6
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MARGIN TRADING: A RISK-RETURN ANALYSIS.
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- Journal of Business Finance & Accounting, 1982, v. 9, n. 4, p. 483, doi. 10.1111/j.1468-5957.1982.tb01009.x
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Valuation of futures options with initial margin requirements and daily price limit.
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- Acta Mathematica Sinica, 2010, v. 26, n. 3, p. 579, doi. 10.1007/s10114-010-7275-8
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Crossed Markets: Arbitrage Opportunities in Nasdaq Stocks.
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- Journal of Alternative Investments, 2006, v. 9, n. 2, p. 46, doi. 10.3905/jai.2006.655936
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The rational-behavioral debate in financial economics.
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- Journal of Economic Methodology, 2004, v. 11, n. 4, p. 393, doi. 10.1080/1350178042000177978
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Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach.
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- Review of Financial Studies, 2008, v. 21, n. 5, p. 2174, doi. 10.1093/rfs/hhn064
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Program trading and intraday volatility.
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- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.653
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Implications of Index Arbitrage Trading on Monetary Policy and Financial Valuation.
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- American Business Review, 1989, v. 7, n. 2, p. 1
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A Computational Exploration of the Efficacy of Fibonacci Sequences in Technical Analysis and Trading.
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- 2006
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- Abstract
Pricing errors and estimates of risk premia in factor models.
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- Annals of Finance, 2010, v. 6, n. 3, p. 391, doi. 10.1007/s10436-008-0116-4
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- Article
Restructuring Institutional Block Trading: An Overview of the OptiMark System.
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- Journal of Management Information Systems, 1998, v. 15, n. 2, p. 41, doi. 10.1080/07421222.1998.11518208
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- Article
Martingale Restrictions and the Implied Market Price of Risk.
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- Canadian Journal of Agricultural Economics, 2006, v. 54, n. 3, p. 379, doi. 10.1111/j.1744-7976.2006.00056.x
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- Article
Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A.
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- Financial Review, 2015, v. 50, n. 3, p. 459, doi. 10.1111/fire.12074
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- Article