Works matching Program trading (Securities)

Results: 161

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

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

Determination of soil productivity potentials: a case study in El-Monofeya Governorate of Egypt using remote sensing and GIS techniques.

Published in:

Annals of Agricultural Science Moshtohor, 2017, v. 55, n. 2, p. 385

By:

Mansour, Mohsen M.;
Abdel-Salam, Ali A.;
El-Hosany, Omer H. M.;
Rashed, Heba S. A.

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

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

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

Pairs trading and selection methods: is cointegration superior?

Published in:

Applied Economics, 2015, v. 47, n. 6, p. 599, doi. 10.1080/00036846.2014.975417

By:

Huck, Nicolas;
Afawubo, Komivi

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

SWITCHING FROM THE GLOBALIZATION OF MARKETS TO THE GLOBALIZATION OF PRODUCTION AND SERVICES IN A SEMIGLOBALIZED WORLD.

Published in:

LESIJ - Lex ET Scientia International Journal, 2009, v. 16, n. 2, p. 388

By:

Margulescu, Serghei;
Margulescu, Elena

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

What Prevents Electronic Lemon Markets?

Published in:

Journal of Organizational Computing & Electronic Commerce, 2007, v. 17, n. 3, p. 217, doi. 10.1080/10919390701436374

By:

Byungtae Lee;
Byungjoon Yoo

Publication type:

Article

Building Electronic Trading Infrastructures: A Public or Private Responsibility?

Published in:

Journal of Organizational Computing & Electronic Commerce, 2001, v. 11, n. 2, p. 131, doi. 10.1207/S15327744JOCE1102_03

By:

Damsgaard, Jan;
Lyytinen, Kalle

Publication type:

Article

The rational-behavioral debate in financial economics.

Published in:

Journal of Economic Methodology, 2004, v. 11, n. 4, p. 393, doi. 10.1080/1350178042000177978

By:

Brav, Alon;
Heaton, J. B.;
Rosenberg, Alexander

Publication type:

Article

A NOTE ON SEMIVARIANCE.

Published in:

Mathematical Finance, 2006, v. 16, n. 1, p. 53, doi. 10.1111/j.1467-9965.2006.00260.x

By:

Hanqing Jin;
Markowitz, Harry;
Xun Yu Zhou

Publication type:

Article

Electronic Communication Networks and Liquidity on the Nasdaq.

Published in:

Journal of Financial Services Research, 2002, v. 22, n. 1/2, p. 125, doi. 10.1023/A:1016072905438

By:

Weston, James P.

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

Online Investors Profiled….

Published in:: Journal of Financial Planning, 1999, v. 12, n. 8, p. 14
Publication type:: Article

Liquidity costs: Screen-based trading versus open outcry

Published in:

Review of Financial Economics, 2003, v. 12, n. 4, p. 381, doi. 10.1016/j.rfe.2003.07.003

By:

Ulibarri, Carlos A.;
Schatzberg, John

Publication type:

Article

Market efficiency before and after introduction of electronic trading at the Toronto Stock Exchange.

Published in:

Review of Financial Economics, 1997, v. 6, n. 1, p. 29, doi. 10.1016/S1058-3300(97)90013-6

By:

Freund, William C.;
Larrain, Maurice

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

Restructuring Institutional Block Trading: An Overview of the OptiMark System.

Published in:

Journal of Management Information Systems, 1998, v. 15, n. 2, p. 41, doi. 10.1080/07421222.1998.11518208

By:

Clemons, Eric K.;
Weber, Bruce W.

Publication type:

Article

Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model.

Published in:

Stochastic Analysis & Applications, 2009, v. 27, n. 3, p. 555, doi. 10.1080/07362990902844371

By:

Torres, Soledad;
Tudor, Ciprian A.

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

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

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

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

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

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

Implications of Index Arbitrage Trading on Monetary Policy and Financial Valuation.

Published in:

American Business Review, 1989, v. 7, n. 2, p. 1

By:

Rainish, Robert M.

Publication type:

Article

Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets.

Published in:

European Finance Review, 2003, v. 7, n. 2, p. 191, doi. 10.1023/A:1024568429527

By:

Černý, Aleš

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

The Limits of Arbitrage.

Published in:

Journal of Finance (Wiley-Blackwell), 1997, v. 52, n. 1, p. 35, doi. 10.1111/j.1540-6261.1997.tb03807.x

By:

Shleifer, Andrei;
Vishny, Robert W.

Publication type:

Article

Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 2, p. 479, doi. 10.2307/2329160

By:

Miller, Merton H.;
Muthuswamy, Jayaram;
Whaley, Robert E.

Publication type:

Article

Estimating the Strategic Value of Long-Term Forward Purchase Contracts Using Auction Models.

Published in:

Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 4, p. 981, doi. 10.1111/j.1540-6261.1989.tb02634.x

By:

Parsons, John E.

Publication type:

Article

DISCUSSION.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 730, doi. 10.1111/j.1540-6261.1986.tb04537.x

By:

VERRECCHIA, ROBERT E.

Publication type:

Article

Yes, The APT Is Testable.

Published in:

Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 4, p. 1173, doi. 10.1111/j.1540-6261.1985.tb02370.x

By:

DYBVIG, PHILIP H.;
ROSS, STEPHEN A.

Publication type:

Article

What to Do about High-Frequency Trading.

Published in:

Financial Analysts Journal, 2013, v. 69, n. 2, p. 6, doi. 10.2469/faj.v69.n2.6

By:

Harris, Larry

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

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