"Broadly, financial market momentum occurs when past high returns are followed by subsequent high returns, while past low returns are similarly followed by subsequent low returns. It is claimed that the momentum phenomenon contravenes the Efficient Markets Hypothesis. Consequent…
The handbook of news analytics in finance
by Mitra, Gautam, Mitra, Leela
fromWiley finance
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptio…
Derivatives: theory and practice
by Cuthbertson, Keith, Nitzsche, Dirk, O'Sullivan, Niall
Derivatives: theory and practice
by Cuthbertson, Keith, Nitzsche, Dirk, O'Sullivan, Niall
Introduction: the economics of trading -- Introduction to securities trading and markets -- Institutional trading -- Transaction costs -- Market fragmentation and regulation -- Adverse selection and market making -- Behavioral finance, the mind of the investor -- Random walks, r…
