Works matching DE "PROGRAM trading (Securities)"
Results: 159
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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- Article
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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- Article
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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- Article
Real-time market microstructure analysis: online transaction cost analysis.
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- Quantitative Finance, 2014, v. 14, n. 7, p. 1167, doi. 10.1080/14697688.2014.884283
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- Article
Asset price bubbles: a survey.
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- Quantitative Finance, 2014, v. 14, n. 4, p. 589, doi. 10.1080/14697688.2012.755266
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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
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
Multifractal detrended fluctuation analysis of SENSEX fluctuation in the Indian stock market.
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- Canadian Journal of Physics, 2010, v. 88, n. 8, p. 545, doi. 10.1139/P10-039
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- Article
Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution.
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- Computational Management Science, 2004, v. 1, n. 3/4, p. 311, doi. 10.1007/s10287-004-0018-5
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- Article
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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- Article
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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- Article
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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- Article
Intraday and Night Index Arbitrage.
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- Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 2, p. 3
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- Article
Latent Fundamentals Arbitrage with a Mixed Effects Factor Model.
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- Brazilian Review of Finance / Revista Brasileira de Finanças, 2012, v. 10, n. 3, p. 317
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- Article
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices.
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- Australian Economic Papers, 2001, v. 40, n. 4, p. 541, doi. 10.1111/1467-8454.00141
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- Article
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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- Article
INFORMACIJE NA VRIJEDNOSNICAMA I NJIHOVA ZAŠTITA.
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- Informatologia, 2010, v. 43, n. 3, p. 198
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- Article
A Computational Exploration of the Efficacy of Fibonacci Sequences in Technical Analysis and Trading.
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- 2006
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- Abstract
BEYOND BOND MARKETS 2000: THE ELECTRONIC FRONTIER AND REGULATION OF THE CAPITAL MARKETS FOR DEBT....
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- Law & Contemporary Problems, 2000, v. 63, n. 3, p. 123, doi. 10.2307/1192326
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- Article
On the super-replicating approach when trading a derivative is limited.
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- Quantitative Finance, 2008, v. 8, n. 3, p. 285, doi. 10.1080/14697680701458018
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- Article
Multi-asset minority games.
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- Quantitative Finance, 2008, v. 8, n. 3, p. 225, doi. 10.1080/14697680701253039
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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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- Article
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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- Article
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
COVERED INTEREST ARBITRAGE AND MARKET TURBULENCE.
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- Economic Journal, 1989, v. 99, n. 396, p. 376, doi. 10.2307/2234031
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- Article
Trading Stock Around the Clock: The Future Growth of Global Electronic Markets.
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- California Management Review, 1991, v. 34, n. 1, p. 87, doi. 10.2307/41166685
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- Article
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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- Article
Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect.
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- Review of Finance, 2017, v. 21, n. 6, p. 2141, doi. 10.1093/rof/rfw031
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- Article
Activist Arbitrage, Lifeboats, and Closed-End Funds*.
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- Review of Finance, 2014, v. 18, n. 1, p. 271, doi. 10.1093/rof/rfs052
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- Article
Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM.
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- Applied Economics Letters, 2009, v. 16, n. 18, p. 1867, doi. 10.1080/13504850701719595
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- Article
Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: a note on relative market efficiency.
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- Applied Economics Letters, 2009, v. 16, n. 11, p. 1129, doi. 10.1080/13504850701335350
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- Article
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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- Article
Electronic call market trading.
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- Journal of Portfolio Management, 1995, v. 21, n. 3, p. 10, doi. 10.3905/jpm.1995.409518
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- Article
Market Timing Works Where it Matters Most... in the Real World.
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- Journal of Portfolio Management, 1992, v. 18, n. 4, p. 86, doi. 10.3905/jpm.1992.409415
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Portfolio trading.
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- Journal of Portfolio Management, 1988, v. 14, n. 4, p. 20, doi. 10.3905/jpm.1988.409166
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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
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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- Article
Taming The Big Board.
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- Management Review, 1990, v. 79, n. 7, p. 10
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- Article
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited.
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- Journal of Futures Markets, 2009, v. 29, n. 3, p. 218, doi. 10.1002/fut.20355
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- Article
Closed-form option pricing formulas with extreme events.
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- Journal of Futures Markets, 2008, v. 28, n. 3, p. 213, doi. 10.1002/fut.20298
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- Article
Valuing stock options when prices are subject to a lower boundary.
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- Journal of Futures Markets, 2008, v. 28, n. 3, p. 231, doi. 10.1002/fut.20299
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- Article
THE SO<sub>2</sub> EMISSIONS TRADING PROGRAM: COST SAVINGS WITHOUT ALLOWANCE TRADES.
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- Contemporary Economic Policy, 1996, v. 14, n. 2, p. 79, doi. 10.1111/j.1465-7287.1996.tb00615.x
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- Article
Integrating Advanced Order Placements in the Design of an Algorithmic Trading System: A Pilot Study Testing Limit Orders, Trailing Stops, and Volume Slicing.
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- Academy of Business Journal, 2021, p. 53
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- Article
Stock Market Algorithmic Trading: A Test of Bollinger Bands Incorporating the Squeeze Effect and MACD Conditions.
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- Journal of Applied Financial Research, 2018, v. 1, p. 13
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- Article
Arbitrage Bounds and UK Unit Trust Performance.
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- Journal of Business Finance & Accounting, 2008, v. 35, n. 3/4, p. 580, doi. 10.1111/j.1468-5957.2008.02077.x
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- Article
Discussion of Information Uncertainty and Post-Earnings-Announcement-Drift.
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- Journal of Business Finance & Accounting, 2007, v. 34, n. 3/4, p. 434, doi. 10.1111/j.1468-5957.2007.02031.x
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- Article
INTERNATIONAL STOCK MARKET EFFICIENCY AND INTEGRATION: A STUDY OF EIGHTEEN NATIONS.
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- Journal of Business Finance & Accounting, 1997, v. 24, n. 6, p. 803, doi. 10.1111/1468-5957.00134
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- Article
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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- Article
What Prevents Electronic Lemon Markets?
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- Journal of Organizational Computing & Electronic Commerce, 2007, v. 17, n. 3, p. 217, doi. 10.1080/10919390701436374
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- Article