handbook of trading strategies - gregoriou 2010

[...]... 2003 Professor Gregoriou s books have been published by John Wiley & Sons, McGraw-Hill, Elsevier-Butterworth/ Heinemann, Taylor and Francis/CRC Press, and Palgrave-Macmillan His articles have appeared in the Journal of Portfolio Management, Journal of Futures Markets, European Journal of Operational Research, Annals of Operations Research, Computers and Operations Research, and elsewhere Professor Gregoriou. .. Arizona State University Some of his research has been published in The Manchester School Philip A Stork is a visiting professor of finance at Massey University, New Zealand He was a professor of finance at Erasmus University Rotterdam where he also obtained his Ph.D, and a visiting professor at Duisenberg School of Finance in A msterdam and at the Business School of Aix-en-Provence He has worked in various... finance from the Graduate School of Business at the University of North Carolina at Chapel Hill He was a visiting scholar and economist in the research department of the Federal Reserve Bank of St Louis from 1989 to 1993 From 1993 to 2003, he served as an assistant professor of finance at Concordia University in Montreal, a visiting assistant professor of finance at the University of North Carolina at Charlotte,... Palmer Associate Professor of Finance at the Fogelman College of Business at the University of Memphis Previously he worked in the financial services industry He has published his award-winning research on financial market design in leading journals such as the Journal of Finance, the Journal of Banking and Finance, Financial Management, the Journal of Investment Management, the Journal of Financial Research,... as the Review of Financial Studies, the Journal of Business, and the Journal of International Money and Finance Professor Koedijk is a former member of the economic advisory council for the Dutch House of Parliament Daniel M Kohlert completed his Ph.D (summa cum laude) in financial economics at Bamberg University (Germany) in 2008 He is an assistant professor of finance at the department of management,... 58 out of 4,990 academics in number of articles published during 1990 to 2002 Professor McInish’s coauthored, path-breaking article on intraday stock market patterns originally con t r i b u tors published in the Jour nal of Finance was selected for inclusion in (1) Microstructure: The Organization of Trading and Short Term Price Behavior, which is part of the series edited by Richard Roll of UCLA... University of Florida, he taught a securities trading course in the Master of Science in Finance (MSF) program He has published papers in the areas of market microstructure, derivatives, and portfolio management in the following journals: the Journal of Banking and Finance, the Journal of Futures Markets, the European Financial Management Journal, the Journal of Trading, and the Journal of Financial... in the Journal of Finance, the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance, the Journal of Corporate Finance, the Journal of Empirical Finance, the Journal of Financial Research, Financial Review, Review of Quantitative Finance and Accounting, and Financial Markets, Institutions and Instruments, among others Professor Brockman... an author or coauthor of more than 100 scholarly articles in leading journals such as the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Portfolio Management, the Review of Economics and Statistics, and the Sloan Management Review Cited as one of the “Most Prolific Authors in 72 Finance Journals,” Professor McInish was ranked 20 (tie) out of 17,573 individuals... finance at the University of Quebec at Montreal, which merges with the resources of Montreal’s three other major universities (McGill University, Concordia University, and HEC-Montreal) Professor Gregoriou s interests focus on hedge funds and CTAs xvii This page intentionally left blank CONTRIBUTORS Mohamed El Hedi Arouri is an associate professor of finance at the University of Orleans, France and a . permission of the publisher. ISBN: 97 8-0 -0 7-1 7435 4-9 MHID: 0-0 7-1 7435 4-5 The material in this eBook also appears in the print version of this title: ISBN: 97 8-0 -0 7-1 7435 3-2 , MHID: 0-0 7-1 7435 3-7 . All. and Trading in Primary and Secondary Markets 403 André F. Gygax Abstract 403 Introduction 404 Investment Analysis and Types of Trading 404 Composition of Trading Volume and Trading 406 Trading. 183 PART III EXCHANGE-TR ADED FUND STR ATEGIES 187 CHAPTER 13 Leveraged Exchange-Traded Funds and Their Trading Strategies 189 Narat Charupat Abstract 189 Introduction 189 Trading Strategies 190 Conclusion