Works matching DE "PROGRAM trading (Securities)"

Results: 158

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

STOCHASTIC NETWORK PROGRAMMING FOR FINANCIAL PLANNING PROBLEMS.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1642, doi. 10.1287/mnsc.38.11.1642

By:

Mulvey, John M.;
Vladimirou, Hercules

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

INDEX ARBITRAGE AS CROSS-SECTIONAL MARKET MAKING.

Published in:

Journal of Futures Markets, 1995, v. 15, n. 4, p. 423, doi. 10.1002/fut.3990150404

By:

Holden, Craig W.

Publication type:

Article

A time series approach to testing for market linkage: Unit root and cointegration tests.

Published in:

Journal of Futures Markets, 1994, v. 14, n. 4, p. 457, doi. 10.1002/fut.3990140407

By:

Wang, George H.K.;
Yau, Jot

Publication type:

Article

Circuit Breakers and Stock Market Volatility.

Published in:

Journal of Futures Markets, 1993, v. 13, n. 3, p. 261, doi. 10.1002/fut.3990130304

By:

Santoni, G.J.;
Tung Liu

Publication type:

Article

Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts.

Published in:

Financial Management (Wiley-Blackwell), 2000, v. 29, n. 3, p. 71, doi. 10.2307/3666230

By:

Ackert, Lucy F.;
Tian, Yisong S.

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

Arbitrage Bounds and UK Unit Trust Performance.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 3/4, p. 580, doi. 10.1111/j.1468-5957.2008.02077.x

By:

Fletcher, Jonathan;
Ntozi-Obwale, Patricia

Publication type:

Article

Discussion of Information Uncertainty and Post-Earnings-Announcement-Drift.

Published in:

Journal of Business Finance & Accounting, 2007, v. 34, n. 3/4, p. 434, doi. 10.1111/j.1468-5957.2007.02031.x

By:

Shivakumar, Lakshmanan

Publication type:

Article

INTERNATIONAL STOCK MARKET EFFICIENCY AND INTEGRATION: A STUDY OF EIGHTEEN NATIONS.

Published in:

Journal of Business Finance & Accounting, 1997, v. 24, n. 6, p. 803, doi. 10.1111/1468-5957.00134

By:

Chan, Kam C.;
Gup, Benton E.;
Ming-Shun Pan

Publication type:

Article

MARGIN TRADING: A RISK-RETURN ANALYSIS.

Published in:

Journal of Business Finance & Accounting, 1982, v. 9, n. 4, p. 483, doi. 10.1111/j.1468-5957.1982.tb01009.x

By:

Yagil, Joseph

Publication type:

Article

Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect.

Published in:

Review of Finance, 2017, v. 21, n. 6, p. 2141, doi. 10.1093/rof/rfw031

By:

Xiafei Li;
Di Luo

Publication type:

Article

Activist Arbitrage, Lifeboats, and Closed-End Funds*.

Published in:

Review of Finance, 2014, v. 18, n. 1, p. 271, doi. 10.1093/rof/rfs052

By:

Lenkey, Stephen L.

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

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

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

No arbitrage and closure results for trading cones with transaction costs.

Published in:

Finance & Stochastics, 2008, v. 12, n. 4, p. 583, doi. 10.1007/s00780-008-0075-7

By:

Jacka, Saul;
Berkaoui, Abdelkarem;
Warren, Jon

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

Price Expectation and the Pricing of Stock Index Futures.

Published in:

Review of Quantitative Finance & Accounting, 2004, v. 23, n. 2, p. 167, doi. 10.1023/B:REQU.0000039510.16484.21

By:

Hsu, Hsinan;
Wang, Janchung

Publication type:

Article

A Non-Parametric Option Pricing Model: Theory and Empirical Evidence.

Published in:

Review of Quantitative Finance & Accounting, 2005, v. 24, n. 2, p. 115, doi. 10.1007/s11156-005-6333-2

By:

Chen, Ren-Raw;
Palmon, Oded

Publication type:

Article

The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and After Automation.

Published in:

Review of Quantitative Finance & Accounting, 2002, v. 19, n. 4, p. 335, doi. 10.1023/A:1021109325128

By:

Ciner, Cetin

Publication type:

Article

Arbitrage with hedging by forward contracts: exploited and exploitable profits.

Published in:

European Journal of Finance, 1997, v. 3, n. 4, p. 349, doi. 10.1080/135184797337417

By:

Ghosh, D. K.

Publication type:

Article

What is the Future of Online Trading?

Published in:: 2001
Publication type:: Speech

What is the Future of Online Trading?

Published in:: 2001
Publication type:: Speech

What is the Future of Online Trading?

Published in:: 2001
Publication type:: Speech

What is the Future of Online Trading?

Published in:: 2001
Publication type:: Speech

What is the Future of Online Trading?

Published in:: Municipal Finance Journal, 2001, v. 22, n. 4, p. 54
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

Effect of Network Relations on the Adoption of Electronic Trading Systems.

Published in:

Journal of Management Information Systems, 2008, v. 25, n. 1, p. 233, doi. 10.2753/MIS0742-1222250109

By:

Montazemi, Ali Reza;
Siam, John J.;
Esfahanipour, Akbar

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

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

INFORMACIJE NA VRIJEDNOSNICAMA I NJIHOVA ZAŠTITA.

Published in:

Informatologia, 2010, v. 43, n. 3, p. 198

By:

Poldrugač, Petra;
Koren, Antun;
Stanimirović, Ivana Žiljak;
Koren, Tajana

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

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

CONSIDERATII ASUPRA OPOZABILITATII CLAUZEI COMPROMISORII INSERATE INTR-UN CONTRACT DE NAVLOSIRE.

Published in:: Romanian Review of Private Law / Revista Română de Drept Privat, 2009, n. 1, p. 246
Publication type:: Article

Behavioral Finance and Efficient Markets: Is the Joint Hypothesis Really the Problem?

Published in:

IUP Journal of Behavioral Finance, 2010, v. 7, n. 1/2, p. 19

By:

Konté, Mamadou A.

Publication type:

Article

Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.

Published in:

Journal of Money, Credit & Banking (Wiley-Blackwell), 2008, v. 40, n. 7, p. 1471, doi. 10.1111/j.1538-4616.2008.00167.x

By:

PERICOLI, MARCELLO;
TABOGA, MARCO

Publication type:

Article