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Fact book / / New York Stock Exchange
| Fact book / / New York Stock Exchange |
| Pubbl/distr/stampa | [New York, N.Y.], : The New York Stock Exchange, [1956]-©2001 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.64/273 |
| Soggetto genere / forma |
Periodicals.
Yearbook |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Fact book for the year ..
Fact book data |
| Record Nr. | UNISA-996201094503316 |
| [New York, N.Y.], : The New York Stock Exchange, [1956]-©2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Fact book / / New York Stock Exchange
| Fact book / / New York Stock Exchange |
| Pubbl/distr/stampa | [New York, N.Y.], : The New York Stock Exchange, [1956]-©2001 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.64/273 |
| Soggetto genere / forma |
Periodicals.
Yearbook |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Fact book for the year ..
Fact book data |
| Record Nr. | UNINA-9910144366403321 |
| [New York, N.Y.], : The New York Stock Exchange, [1956]-©2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Long/short market dynamics : trading strategies for today's markets / / Clive M. Corcoran
| Long/short market dynamics : trading strategies for today's markets / / Clive M. Corcoran |
| Autore | Corcoran Clive M |
| Pubbl/distr/stampa | Chichester, West Sussex, England, : John Wiley & Sons, c2007 |
| Descrizione fisica | 1 online resource (359 p.) |
| Disciplina | 332.64/273 |
| Collana | Wiley trading series |
| Soggetto topico |
Capital market - United States
Investments - United States Stock exchanges - United States Risk management - United States |
| ISBN |
9786612345609
9781119208914 1119208912 9781282345607 1282345605 9780470065310 0470065311 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Coming to terms with new market dynamics -- Range expansion and liquidity -- Comparative quantiles -- Volume as a leading indicator -- Alignments and divergences -- Volatility -- The morphology of gaps -- Correlation and convergence -- Random walks and power laws -- Regime shifts and stationarity -- Money management techniques -- Portfolio theory -- Alpha -- Markets as networks. |
| Record Nr. | UNINA-9911019814903321 |
Corcoran Clive M
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| Chichester, West Sussex, England, : John Wiley & Sons, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nerds on Wall Street [[electronic resource] ] : math, machines, and wired markets / / David J. Leinweber
| Nerds on Wall Street [[electronic resource] ] : math, machines, and wired markets / / David J. Leinweber |
| Autore | Leinweber David <1952-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (402 p.) |
| Disciplina |
332.64/273
332.64273 |
| Soggetto topico | Investments - Computer network resources |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-50056-5
1-119-20111-X 1-282-12203-7 9786612122033 0-470-50053-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Nerds on Wall Street: Math, Machines and Wired Markets; Contents; Foreword; Acknowledgments; Introduction; No Hedge Fund in My Tree House; A Concept Map of the Book; Flat Is the New Up; Tag Clouds; Web Site; Notes; Part One: Wired Markets; Chapter 1: An Illustrated History of Wired Markets; Chapter 2: Greatest Hits of Computation in Finance; Chapter 3: Algorithm Wars; Part Two: Alpha as Life; Chapter 4: Where Does Alpha Come From?; Chapter 5: A Gentle Introduction to Computerized Investing; Chapter 6: Stupid Data Miner Tricks; Part Three: Artificial Intelligence and Intelligence Amplification
Chapter 7: A Little AI Goes a Long Way on Wall StreetChapter 8: Perils and Promise of Evolutionary Computation on Wall Street; Chapter 9: The Text Frontier; Chapter 10: Collective Intelligence, Social Media, and Web Market Monitors; Chapter 11: Three Hundred Years of Stock Market Manipulations; Part Four: Nerds Gone Wild; Chapter 12: Shooting the Moon; Chapter 13: Structural Ideas for the Economic Rescue; Chapter 14: Nerds Gone Green; Index; About the Web Site |
| Record Nr. | UNINA-9910143130803321 |
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Leinweber David <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Nerds on Wall Street [[electronic resource] ] : math, machines, and wired markets / / David J. Leinweber
| Nerds on Wall Street [[electronic resource] ] : math, machines, and wired markets / / David J. Leinweber |
| Autore | Leinweber David <1952-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (402 p.) |
| Disciplina |
332.64/273
332.64273 |
| Soggetto topico | Investments - Computer network resources |
| ISBN |
0-470-50056-5
1-119-20111-X 1-282-12203-7 9786612122033 0-470-50053-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Nerds on Wall Street: Math, Machines and Wired Markets; Contents; Foreword; Acknowledgments; Introduction; No Hedge Fund in My Tree House; A Concept Map of the Book; Flat Is the New Up; Tag Clouds; Web Site; Notes; Part One: Wired Markets; Chapter 1: An Illustrated History of Wired Markets; Chapter 2: Greatest Hits of Computation in Finance; Chapter 3: Algorithm Wars; Part Two: Alpha as Life; Chapter 4: Where Does Alpha Come From?; Chapter 5: A Gentle Introduction to Computerized Investing; Chapter 6: Stupid Data Miner Tricks; Part Three: Artificial Intelligence and Intelligence Amplification
Chapter 7: A Little AI Goes a Long Way on Wall StreetChapter 8: Perils and Promise of Evolutionary Computation on Wall Street; Chapter 9: The Text Frontier; Chapter 10: Collective Intelligence, Social Media, and Web Market Monitors; Chapter 11: Three Hundred Years of Stock Market Manipulations; Part Four: Nerds Gone Wild; Chapter 12: Shooting the Moon; Chapter 13: Structural Ideas for the Economic Rescue; Chapter 14: Nerds Gone Green; Index; About the Web Site |
| Record Nr. | UNINA-9910830600703321 |
|
Leinweber David <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Nerds on Wall Street : math, machines, and wired markets / / David J. Leinweber
| Nerds on Wall Street : math, machines, and wired markets / / David J. Leinweber |
| Autore | Leinweber David <1952-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (402 p.) |
| Disciplina | 332.64/273 |
| Soggetto topico | Investments - Computer network resources |
| ISBN |
9786612122033
9780470500569 0470500565 9781119201113 111920111X 9781282122031 1282122037 9780470500538 0470500530 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Nerds on Wall Street: Math, Machines and Wired Markets; Contents; Foreword; Acknowledgments; Introduction; No Hedge Fund in My Tree House; A Concept Map of the Book; Flat Is the New Up; Tag Clouds; Web Site; Notes; Part One: Wired Markets; Chapter 1: An Illustrated History of Wired Markets; Chapter 2: Greatest Hits of Computation in Finance; Chapter 3: Algorithm Wars; Part Two: Alpha as Life; Chapter 4: Where Does Alpha Come From?; Chapter 5: A Gentle Introduction to Computerized Investing; Chapter 6: Stupid Data Miner Tricks; Part Three: Artificial Intelligence and Intelligence Amplification
Chapter 7: A Little AI Goes a Long Way on Wall StreetChapter 8: Perils and Promise of Evolutionary Computation on Wall Street; Chapter 9: The Text Frontier; Chapter 10: Collective Intelligence, Social Media, and Web Market Monitors; Chapter 11: Three Hundred Years of Stock Market Manipulations; Part Four: Nerds Gone Wild; Chapter 12: Shooting the Moon; Chapter 13: Structural Ideas for the Economic Rescue; Chapter 14: Nerds Gone Green; Index; About the Web Site |
| Record Nr. | UNINA-9911019689903321 |
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Leinweber David <1952->
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| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The stock market [[electronic resource] ] : crisis, recovery and emerging economies / / editor, Allison S. Wetherby
| The stock market [[electronic resource] ] : crisis, recovery and emerging economies / / editor, Allison S. Wetherby |
| Pubbl/distr/stampa | Hauppauge, N.Y., : Nova Science Publisher's, c2011 |
| Descrizione fisica | 1 online resource (229 p.) |
| Disciplina | 332.64/273 |
| Altri autori (Persone) | WetherbyAllison S |
| Collana |
Economic issues, problems and perspectives
Business issues, competition and entrepreneurship |
| Soggetto topico |
Stock exchanges - United States
Stock exchanges Financial crises - United States Financial crises |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-61209-045-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910452420603321 |
| Hauppauge, N.Y., : Nova Science Publisher's, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The stock market [[electronic resource] ] : crisis, recovery and emerging economies / / editor, Allison S. Wetherby
| The stock market [[electronic resource] ] : crisis, recovery and emerging economies / / editor, Allison S. Wetherby |
| Pubbl/distr/stampa | Hauppauge, N.Y., : Nova Science Publisher's, c2011 |
| Descrizione fisica | 1 online resource (229 p.) |
| Disciplina | 332.64/273 |
| Altri autori (Persone) | WetherbyAllison S |
| Collana |
Economic issues, problems and perspectives
Business issues, competition and entrepreneurship |
| Soggetto topico |
Stock exchanges - United States
Stock exchanges Financial crises - United States Financial crises |
| ISBN | 1-61209-045-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910779635203321 |
| Hauppauge, N.Y., : Nova Science Publisher's, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The stock market : crisis, recovery and emerging economies / / editor, Allison S. Wetherby
| The stock market : crisis, recovery and emerging economies / / editor, Allison S. Wetherby |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hauppauge, N.Y., : Nova Science Publisher's, c2011 |
| Descrizione fisica | 1 online resource (229 p.) |
| Disciplina | 332.64/273 |
| Altri autori (Persone) | WetherbyAllison S |
| Collana |
Economic issues, problems and perspectives
Business issues, competition and entrepreneurship |
| Soggetto topico |
Stock exchanges - United States
Stock exchanges Financial crises - United States Financial crises |
| ISBN | 1-61209-045-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES -- THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES -- CONTENTS -- PREFACE -- Chapter 1 FEDERAL BUDGET DEFICITS, INTEREST RATES AND THE GENERAL STOCK MARKET -- ABSTRACT -- 1. INTRODUCTION -- On the Real Economy -- On Financial Markets -- On Economic Policy -- Other Economic Effects -- 2. IMPORTANCE OF THE STUDY AND RESEARCH QUESTIONS -- 3. METHODOLOGY AND DATA -- 3.1 Data and Preliminary Statistics -- 3.2 Model Specification -- 3.3 Dealing with the Endogeneity Problem -- 4. EMPIRICAL FINDINGS AND DISCUSSION -- 4.1 Dynamic Linkages among Deficits, Interest Rates and Equity Prices -- 4.2 Fiscal Policy and Stock Market Efficiency -- 4.3 Robustness tests -- 5. ADDITIONAL EVIDENCE ON THE DEFICIT - STOCK RETURNS LINKAGE -- 5.1 Disaggregated Deficit Measures -- 5.2 Alternative Measures of Market Returns -- 6. SUMMARY AND CONCLUSIONS -- REFERENCES -- Chapter 2 STRATEGIC STOCK MARKETS RISK ASSESSMENT IN EMERGING ECONOMIES∗ -- ABSTRACT -- INTRODUCTION AND OVERVIEW -- LITERATURE REVIEW, SCOPE AND OBJECTIVE OF THIS STUDY -- ESTIMATION OF LIQUIDITY-ADJUSTED VALUE AT RISK (LVAR) WITH A CLOSED-FORM PARAMETRIC SCHEME -- Major Limitations and Pitfalls of Value at Risk Method: -- Appraisal of Liquidity-Adjusted Value at Risk (LVaR) Technique: -- RISK ASSESSMENT IN EMERGING ECONOMIES-SIMULATION OF TWO STRUCTURED CASE STUDIES FOR THE GCC STOCK MARKETS -- Description of the Dataset: -- Statistical Inference of Correlation Patterns -- Simulation of Trading Risk Exposure for Structured Equity Portfolios: -- SUMMARY AND CONCLUDING REMARKS -- ACKNOWLEDGMENT -- APPENDIX I: DERIVATION OF LIQUIDITY-ADJUSTED VALUE AT RISK (LVAR) FORMULA -- APPENDIX II: EXHIBITS OF THE RISK-ENGINES SIMULATION OUTCOMES AND STRUCTURED CASE STUDIES OF THE GCC FINANCIAL MARKETS -- REFERENCES.
FURTHER READING -- BIOGRAPHICAL NOTES -- Chapter 3 AFRICA'S EMERGING CAPITAL MARKETS AND THE FINANCIAL CRISIS -- ABSTRACT -- INTRODUCTION AND BACKGROUND -- OVERVIEW OF AFRICAN CAPITAL MARKETS -- Africa's emerging stock markets -- Stylized Facts of African Stock Markets -- Banking Sector -- Bond markets -- 3. THE SUBPRIME BUBBLE: BACKDROP -- 4. THE FINANCIAL CRISIS AND AFRICAN CAPITAL MARKETS -- The Subprime Contagion -- 5. CHANNELS OF CRISIS TRANSMISSION -- Private Capital Flows -- Direct Investment -- Bank Lending -- Remittances -- Impact on Stock Market -- Index performance -- IPOs -- 6. RESPONSE TO THE CRISIS AND REFORM -- NOTES -- REFERENCES -- Chapter 4 STOCK MARKET BUBBLES AND CRISES: THE CASE OF EAST ASIAN EMERGING MARKETS -- ABSTRACT -- 1. INTRODUCTION -- 2. MEASURES OF DEVIATIONS FROM FUNDAMENTAL PRICE -- 2.1 Constant Dividend Growth Rate -- 2.2 Predictable Time Variation in the Dividend Growth Rate -- 2.3 Predictable Time Variation in the Dividend Growth Rate and in the Discount Rate -- 2. ECONOMETRIC METHODOLOGY -- 3. EMPIRICAL ANALYSIS -- 3.1 Data -- 3.2 Model selection -- 3.3 Estimation results -- 3.4 Examination of Two Historical Stock Market Crises -- CONCLUSIONS -- REFERENCES -- Chapter 5 MARKET REACTIONS TO THE DISCLOSURE OF INTERNAL CONTROL WEAKNESSES UNDER THE JAPANESE SARBANES-OXLEY ACT OF 2006∗ -- ABSTRACT -- INTRODUCTION -- Literature Review, Background, and Hypothesis Development -- Literature Review -- Japan Setting and Hypothesis Development -- Research Design and Sample Selection -- Event Study Analysis -- Cross-sectional analysis -- Sample Selection and Data -- Empirical Results -- Event Study Analysis -- Cross-sectional analysis -- CONCLUDING REMARKS -- REFERENCES -- Chapter6ADAPTIVEWAVEMODELSFOROPTIONPRICINGEVOLUTION -- Abstract -- 1.Introduction -- 2.NonlinearAdaptiveWaveModelforGeneralOptionPricing. 2.1.AdaptiveNLSModel -- 2.2.AdaptiveManakovSystem -- 3.FinancialRogueWaves -- 4.QuantumWaveModelforLowInterest-RateOptionPricing -- 5.ANewStock-MarketResearchProgram -- 6.Conclusion -- References -- Chapter7RECONSIDERINGSTOCKRETURNSANDEQUITYMUTUALFUNDFLOWSINTHEU.S.STOCKMARKET:AMACROAPPROACH -- Abstract -- 1.Introduction -- 2.EconometricMethodologies -- 3.EmpiricalResults -- 4.Conclusion -- 5.Appendix -- 5.1.UnitRootTests -- References -- Chapter 8 REEXAMINING COVARIANCE RISK DYNAMICS IN GLOBAL STOCK MARKETS USING QUANTILE REGRESSION ANALYSIS* -- ABSTRACT -- 2. MODEL SPECIFICATION -- 2.1 ICAPM wth Single Beta -- 2.2 ICAPM with Quantile-Varying Betas -- 2.3 ICAPM with Time-varying Betas -- 2.4 ICAPM with State-Varying Betas -- 3. EMPIRICAL RESULTS -- 3.1 Data -- 3.2 One-Single Beta versus Quantile-Varying Betas -- 3.3 Quantile-varying Versus Time-varying and State-varying Betas -- 4. CONCLUSIONS AND EXTENSIONS -- REFERENCES -- Chapter 9 STOCK MARKET VOLATILITY AND THE GREAT MODERATION: NEW EVIDENCE BASED ON THE G-7 ECONOMIES* -- ABSTRACT -- INTRODUCTION -- THE GREAT MODERATION AND STOCK MARKETS -- STRUCTURAL BREAKS IN THE G-7 STOCK MARKET VOLATILITY -- EMPIRICAL EVIDENCE ON STOCK MARKET VOLATILITY ACROSS THE G-7 ECONOMIES -- Some Initial Stylized Facts -- Estimation of Statistical GARCH Models -- CONCLUSION -- REFERENCES -- INDEX -- Blank Page. |
| Record Nr. | UNINA-9910965271503321 |
| Hauppauge, N.Y., : Nova Science Publisher's, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The unseen Wall Street of 1969-1975 [[electronic resource] ] : and its significance for today / / Alec Benn
| The unseen Wall Street of 1969-1975 [[electronic resource] ] : and its significance for today / / Alec Benn |
| Autore | Benn Alec <1918-> |
| Pubbl/distr/stampa | Westport, Conn., : Quorum Books, 2000 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.64/273 |
| Soggetto topico |
Securities industry - United States - History - 20th century
Stock exchanges - United States - History - 20th century |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-313-00449-8
0-585-38349-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910455773003321 |
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Benn Alec <1918->
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| Westport, Conn., : Quorum Books, 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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