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MANAGEMENT SCIENCE, ISSN 0025-1909, 12/2019, Volume 65, Issue 12, pp. 5697 - 5720
Journal Article
Mathematical Finance, ISSN 0960-1627, 04/2017, Volume 27, Issue 2, pp. 313 - 349
We derive the process followed by trading volume, in a market with finite depth and constant investment opportunities, where a large investor, with a long... 
trading volume | liquidity | portfolio choice | long‐run | long-run | INFORMATION | RISK | OPTIONS | PORTFOLIO SELECTION | CHOICE | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | EQUILIBRIUM | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | VOLATILITY | Studies | Risk aversion | Securities trading | Investors | Investments
Journal Article
2013, Routledge advances in risk management, ISBN 9780415826204, Volume 1, x, 87
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book... 
Options (Finance) | Stock options | Investments | Speculation | Finance & Accounting | Risk Management | Banking | Investment & Securities
Book
2013, ISBN 9781137282569, 349
Options traders know all about leverage, and swing traders are keenly aware of entry and exit timing as the key to profits. This book shows the experienced... 
Operations research | Stock options | Investments | Speculation
eBook
2015, 2nd edition., ISBN 9780071818773, xiv, 570
Book
2010, 1, ISBN 9781576603604, xviii, 254
A thoughtful presentation of options trading and pricing which discusses the impact of volatility in the process Trading Options in Turbulent Markets reveals... 
Options (Finance) | Finance & Accounting | Risk management | Personal Investing
Book
Journal of Corporate Finance, ISSN 0929-1199, 10/2015, Volume 34, pp. 169 - 190
Journal Article
Operations Research, ISSN 0030-364X, 10/2013, Volume 61, Issue 5, pp. 1070 - 1086
Modern electronic markets have been characterized by a relentless drive toward faster decision making. Significant technological investments have led to... 
high frequency trading | market microstructure | electronic markets | CROSSCUTTING AREAS | LIQUIDITY | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MARKET | MANAGEMENT | PRICE | INFORMATION | ORDERS | OPTION | BID-ASK SPREAD | Decision-making | Usage | Securities trading | Analysis | Dynamic programming | Research | Methods
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 02/2020, Volume 135, Issue 2, pp. 293 - 319
Cryptocurrency markets exhibit periods of large, recurrent arbitrage opportunities across exchanges. These price deviations are much larger across than within... 
Cryptocurrencies | Arbitrage | Capital controls | Price impact | Bitcoin | BUSINESS, FINANCE | LIQUIDITY | PRICES | ORDER FLOW | AUCTIONS | DYNAMICS | ECONOMICS | Financial markets | Crypto-currencies | Digital currencies | Prices | Appreciation | Blockchain | Trading | Markets | Recurrent
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 03/2014, Volume 111, Issue 3, pp. 625 - 645
After executing option orders, options market makers turn to the stock market to hedge away the underlying stock exposure. As a result, the stock exposure... 
Options | Order flow | Information asymmetry | Price discovery | Delta hedging | LIQUIDITY | SECURITIES | VOLUME | RETURNS | COMPONENTS | INFORMED TRADERS | BUSINESS, FINANCE | ORDER IMBALANCE | EQUILIBRIUM | BID-ASK SPREAD | ECONOMICS | MARKET ACTIVITY | Prices and rates | Financial markets | Stocks | Analysis
Journal Article
The Journal of Finance, ISSN 0022-1082, 6/2004, Volume 59, Issue 3, pp. 1235 - 1257
We investigate the contribution of option markets to price discovery, using a modification of Hasbrouck's (1995) "information share" approach. Based on five... 
Stock prices | Stock options | Price volatility | Market prices | ATMs | Time series | Strike prices | Stock shares | Stock markets | Options markets | BUSINESS, FINANCE | SECURITIES | INFORMATION | VOLUME | EQUILIBRIUM | FUTURES | PRICE DISCOVERY | Insider trading in securities | Usage | Options (Finance) | Stocks | Analysis | Prices and rates | Forecasts and trends | Econometrics
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 04/2017, Volume 258, Issue 1, pp. 372 - 384
•Two different Locally Weighted SVR models are generated.•Their performance is benchmarked against traditional SVR techniques.•All models forecast and trade... 
Kernels | Trading | Locally Weighted Support Vector Regression | Exchange Traded Funds | Support Vector Regression | MARKET | PERFORMANCE | MODEL | PREDICTION | GENETIC ALGORITHMS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | NEURAL-NETWORKS | CROSS-VALIDATION | TIME-SERIES | MACHINE | SELECTION | Models | Regression analysis | Exchange-traded funds | Analysis | Kernel functions
Journal Article
2011, 1. Aufl., Wiley trading, ISBN 9780470933084, Volume 503, 290
A guide to using the VIX to forecast and trade marketsKnown as the fear index, the VIX provides a snapshot of expectations about future stock market volatility... 
Business & Economics | Finance | Options (Finance) | Hedging (Finance) | Derivative securities
eBook
2016, Bloomberg Financial, ISBN 1119270022, 243
A clear and practical guide to using binary options to speculate, hedge, and trade Trading Binary Options is a strategic primer on effectively navigating this... 
Options (Finance) | Prices
eBook