Suchergebnisse

High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth -- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Müller -- Describing and regulating high-frequency trading : a European perspective / Giuseppe Ciallella -- High-frequency trading : implications for market efficiency and fairness / Tayyeb Shabbir -- Revisioning revisionism : a glance at HFT's critics / Jeffrey G. MacIntosh -- High-frequency trading : past, present, and future / François-Serge Lhabitant and Greg N. Gregoriou -- High-frequency trading and its regulation in the Australian equity markets / Paul U. Ali -- Global exchanges in the HFT nexus / David R. Meyer and George Guernsey -- Liquidity : systemic liquidity, commonality, and high-frequency trading / Richard G. Anderson ... [et al.] -- We missed it again! Why do so many market orders in high-frequency FX trading fail to be executed? / Masayuki Susai and Yushi Yoshida -- Efficient performance evaluation for high-frequency traders / Godfrey Charles-Cadogan -- Do high-frequency traders care about earnings announcements? An analysis of trading activity before, during, and after regular trading hours / Brittany Cole ... [et al.] -- Why accountants should care about high frequency trading / Dov Fischer -- High-frequency trading under information regimes / Erick Rengifo and Rossen Trendafilov -- Effects of firm-specific public announcements on market dynamics : implications for high-frequency traders / Erdinç Akyıldırım, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh -- High-frequency technical trading : insights for practitioners / Camillo Lento and Nikola Gradojevic -- High-frequency news flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir -- The low-risk anomaly revisited on high-frequency data / Kris Boudt, Giang Nguyen and Benedict Peeters -- Measuring the leverage effect in a high-frequency trading framework / Imma Valentina Curato and Simona Sanfelici

This collection of research by academics and professionals presents the first comprehensive views of UCITs as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. Original papers by 22 academics and 16 hedge fund professionals include two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Asian and European regulatory themes are discussed, as are issues in allocation and tail risk. Most papers examine aspects of the 2008-12 financial crisis, and almost every paper addresses fund of hedge funds' management process before, during, and after the crisis. How will the funds of hedge funds business have to change in order to survive? This new research provides clues. It covers recent advances in risk management, due diligence, tail risk, and allocation. It presents an in-depth analysis of UCITs. It balances academic and professional viewpoints

The growth prospects of new and old emerging markets -- Are emerging stock markets less efficient? : a survey of empirical literature -- How "normal" are emerging market returns? -- Emerging markets exposure : equities or hedge funds? -- Equity returns in emerging markets : prospects for the BRICs -- Indices and price book, price earnings, and dividend yield ratios in emerging financial markets -- The world price of covariance risk with respect to emerging markets -- Do jumps matter in emerging market portfolio strategies? -- Overreaction hypothesis in emerging Balkan stock markets -- Does currency risk depress the flow of trade? : evidence from the European Union and transition countries -- Stock market volatility of European emerging markets as signals to macroeconomic activities -- The profitability of the contrarian strategy and the overreaction effect on the Istanbul stock exchange -- What determines going public in Latin America? -- Preholiday effect and stock returns in Mexican financial markets -- Business-cycle and exchange-rate fluctuations in emerging market economies in Asia, Latin America, and Central and Eastern Europe -- Institutional factors behind capital structure : evidence from Chilean firms -- Private equity in the MENA Region : an exploratory analysis -- Examining the implications of linear and nonlinear dependencies on efficiency and conditional volatility of MENA markets : the case of Egypt and Tunisia -- A study of market integration, share price responses, and global portfolio investments in the MENA Region -- Empirical analysis of herding behavior in Asian stock markets -- Institutions and investment activities in the venture capital industry : -- Evidence from China, Hong Kong, and India -- Rating skewness spillovers in equity and currency markets : evidence from the Pacific Rim -- Dealing with East Asian equity market contagion : some policy implications -- The response of Indian equities to U.S. stock market movements of the prior trading day -- Asset pricing with higher-order co-moments and alternative factor models : the case of an emerging market