Books: 'Asset trading'

1

Bhushan, Ravi. Trading costs, liquidity, and asset holdings. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1989.

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Lo, Andrew W. Asset prices and trading volume under fixed transaction costs. Cambridge, MA: National Bureau of Economic Research, 2001.

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Lo, Andrew W. Trading volume: Implications of an intertemporal capital asset pricing model. Cambridge, MA: National Bureau of Economic Research, 2001.

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4

Tomasini, Emilio. Trading systems: A new approach to system development and portfolio optimisation. Petersfield: Harriman House, 2009.

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Aiyagari, S. Rao. "Overreaction" of asset prices in general equilibrium. Cambridge, MA: National Bureau of Economic Research, 1998.

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6

Krishnan, Murugappa. Insider trading and asset pricing in an imperfectly competitive multi-security market. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1990.

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7

Leahy, John. On asset market behaviour: The implications and evolutionary stability of noise trading. [s.l.]: typescript, 1989.

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8

Hong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. Cambridge, MA: National Bureau of Economic Research, 1997.

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9

Dow, James. Profitable informed trading in a simple general equilibrium model of asset pricing. Cambridge, Mass: National Bureau of Economic Research, 1993.

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10

Heaton, John. The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model. Cambridge, Mass: Sloan School of Management, Massachusetts Institute of Technology, 1992.

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11

G, Mendoza Enrique. Margin calls, trading costs, and asset prices in emerging markets: The financial mechanics of the 'sudden stop' phenomenon. Cambridge, MA: National Bureau of Economic Research, 2002.

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12

Carlin, Bruce I. Trading complex assets. Cambridge, MA: National Bureau of Economic Research, 2010.

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13

Gorton, Gary. Blockholder identity equity ownership structures, and hostile takeovers. Cambridge, MA: National Bureau of Economic Research, 1999.

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14

Fixed-income synthetic assets: Packaging, pricing, and trading strategies for financial professionals. New York: J. Wiley, 1992.

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15

Lo, Andrew W. Trading volume: Definitions, data analysis, and implications of portfolio theory. Cambridge, MA: National Bureau of Economic Research, 2000.

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16

Australia. Steering Committee on National Performance Monitoring of Government Trading Enterprises. Guidelines on accounting policy for valuation of assets of government trading enterprises: Using current valuation methods. Melbourne: Industry Commission, 1994.

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17

Nitayadnya, I. Wayan. Perlindungan tradisi lisan etnik Kaili: Aset Nusantara sebagai pemerkukuh karakter anak bangsa. Edited by Kusuma, I Nyoman Weda, 1957- editor and Sitanggang, S. R. H. editor. Makassar: De La Macca, 2014.

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18

Dasuki, Sholeh. Penggalian tradisi lisan seputar tokoh Pangeran Diponegoro sebagai aset pengembangan pariwisata budaya di Magelang: Laporan penelitian mandiri. Surakarta: Fakultas Sastra, Universitas Sebelas Maret, 2000.

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19

Campbell, Robert. Journal of occurrences at the forks of the Lewes and Pelly rivers May 1848 to September 1852: The daily journal kept at the Hudson's Bay Company trading post known as Fort Selkirk at the confluence of the Yukon and Pelly rivers, Yukon territory : by Robert Campbell (Clerk of the Company) and James G. Stewart (Asst. Clerk). Whitehorse: Yukon Tourism Heritage Branch, 2000.

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20

Fund, International Monetary, ed. Discretionary trading and asset price volatility. Washington, D.C: International Monetary Fund, 1995.

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21

Hot asset. Amazon Publishing, 2018.

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22

Choudhry, Moorad, and Darren Carter. Bank Asset and Liability Management: Strategy, Trading, Analysis. Wiley & Sons, Incorporated, John, 2011.

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23

Choudhry, Moorad, and Darren Carter. Bank Asset and Liability Management: Strategy, Trading, Analysis. Wiley & Sons, Incorporated, John, 2011.

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24

Bank Asset & Liability Management: Strategy, Trading, Analysis (Wiley Finance). Wiley, 2007.

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25

H, Carlson John, and Fabozzi Frank J, eds. The Trading and securitization of senior bank loans. Chicago: Probus Pub. Co., 1992.

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26

Barbara, Buchner, Carraro Carlo, and Ellerman A. Denny, eds. Allocation in the European Emissions Trading Scheme: Rights, rents and fairness. Cambridge: Cambridge University Press, 2007.

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27

McGill, Sarah. The Financialization Thesis Revisited: Commodities as an Asset Class. Edited by Gordon L. Clark, Maryann P. Feldman, Meric S. Gertler, and Dariusz Wójcik. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198755609.013.51.

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Roughly coinciding with the onset of the commodity price boom of the 2000s was an influx of financial investment in commodity derivatives. This ‘financialization’ has given rise to debates regarding the potential influence of investors on commodity prices. This chapter examines these debates and places them within the context of the wider scholarship on financialization. It argues that critiques of financialization are problematic in several important respects. They are underpinned by long-standing suspicions and misconceptions of derivatives trading as a socially unproductive or harmful activity; they tend to conflate the participation of financial investors with ‘speculation’. The chapter finds that the term ‘financialization’ is ultimately misleading for in its characterization of the new institutional realities of the commodity price formation process. Rather than attempting to demarcate ‘purely’ financial investment in commodities from commercial trading, ‘financialization’ should refer to the growth of ‘hyper’ or short-term trading that occurs in commodity markets.

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28

Simsek, Koray D. Commodity Trading Advisors and Managed Futures. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0012.

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Managed futures strategies provide investors with a dynamic exposure to commodities. Among other ways of investing in them, commodity trading advisors (CTAs) have become synonymous with this asset class, as they provide professional money management services using derivatives markets either in a pooled or individual setting. Most managed futures strategies display trend-following and momentum-type systematic trading features, which result in adopting a long-short portfolio approach. This chapter explains the characteristics and the growth of this commodity investing industry and provides an extensive literature review. Much of the literature finds that managed futures investing through CTAs provides excellent diversification benefits and performs well, especially in crisis times. Conversely, the non-uniformity of the databases and indices used in these studies lead to several biases. Some recent studies that directly address these shortcomings question the performance persistence of CTAs after fees.

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29

Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era. Elsevier Science & Technology Books, 2013.

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30

Niamh, Moloney. Part III Trading, 12 EU Financial Governance and Transparency Regulation: A Test for the Effectiveness of Post-Crisis Administrative Governance. Oxford University Press, 2017. http://dx.doi.org/10.1093/law/9780198767671.003.0012.

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This chapter outlines the main features of the extensive new transparency regime which will apply to trading in a wide range of asset classes under MiFIR. By contrast with MiFID I, which limited transparency requirements to the equity markets and which contained extensive exemptions and waivers, MiFIR adopts a maximalist approach to transparency. The most extensive transparency requirements apply to the three forms of ‘trading venue’ for multilateral trading which are established under the MiFID II/MiFIR venue classification system (RM, MTF and OTF). Bilateral/OTC trading between counterparties is subject only to post-trade transparency requirements. Overall, MiFIR’s regulatory design has been shaped by a driving concern to protect liquidity, particularly in non-equity asset classes. Indeed, exemptions, waivers, suspensions, and calibrations, designed to protect liquidity, are a recurring feature of the new transparency regime.

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31

Back, Kerry E. Dynamic Securities Markets. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0008.

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The dynamic model with time‐additive utility is defined. The intertemporal budget constraint is explained. SDF processes are defined in terms of a martingale property. There is a strictly positive SDF process if and only if there are no arbitrage opportunities. Dynamic complete markets are explained. The difference between the price of an asset and its value calculated from an SDF process is called a bubble. There is no bubble if a transversality condition is satisfied. Some constraints on trading strategies are needed to rule out Ponzi schemes. SDF processes are derived for nominal asset prices and for asset prices denominated in a foreign currency.

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32

Slorach, J. Scott, and Jason Ellis. 21. Capital allowances. Oxford University Press, 2017. http://dx.doi.org/10.1093/he/9780198787686.003.0021.

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This chapter discusses the capital allowances system. Most businesses will need to acquire fixed assets for their operations, nearly all of which will depreciate in value over time due to wear and tear. While this depreciation may not be deducted from the business’s trading profits, certain limited types of fixed asset entitle a business to claim relief in the form of a capital allowance, which can be deducted when calculating taxable profits. The purpose of this allowance is to give tax relief for the depreciation in value of specific assets bought and owned for business use, by allowing the owner to write off their cost against the taxable income of the business. The amount which can be written off is calculated using a fixed formula. Relief is only available if the capital expenditure has been incurred in respect of the items of expenditure prescribed by the Capital Allowances Act 2001.

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33

Slorach, J. Scott, and Jason Ellis. 21. Capital allowances. Oxford University Press, 2018. http://dx.doi.org/10.1093/he/9780198823230.003.0021.

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This chapter discusses the capital allowances system. Most businesses will need to acquire fixed assets for their operations, nearly all of which will depreciate in value over time due to wear and tear. While this depreciation may not be deducted from the business’s trading profits, certain limited types of fixed asset entitle a business to claim relief in the form of a capital allowance, which can be deducted when calculating taxable profits. The purpose of this allowance is to give tax relief for the depreciation in value of specific assets bought and owned for business use, by allowing the owner to write off their cost against the taxable income of the business. The amount which can be written off is calculated using a fixed formula. Relief is only available if the capital expenditure has been incurred in respect of the items of expenditure prescribed by the Capital Allowances Act 2001.

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34

Preece, Dianna C. Current Hedge Fund Debates and Controversies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0029.

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The hedge fund industry has grown to nearly $3 trillion over the last 20 years. High-net-worth individuals and institutional investors expect high returns and low correlation with traditional asset classes in exchange for the fees paid. The standard fee structure is “2 and 20,” 2 percent of assets under management and 20 percent of profits, representing high fees for active management. Hedge funds are largely unregulated and somewhat mysterious. As a result, they are the subject of debates and controversies among market participants and policymakers alike. Debates focus on fee structures, alpha versus alternative beta, weakening returns, activist investors, and leverage. The Securities and Exchange Commission has targeted hedge fund misconduct and malfeasance, pursuing perpetrators of fraud, insider trading, and conflicts of interest in the industry. Several high-ranking Wall Street hedge fund executives have been charged with, and in some cases convicted of, breaking securities laws.

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35

Forex, Anthony. Futures Trading for Beginners 2020: HOW to INVEST with the RIGHT MONEY MANAGEMENT, PSYCHOLOGY and DAY STRATEGIES for a LIVING. DISCOVER WHY REAL ESTATE INVESTING IS NOT the SAFEST ASSET. Independently Published, 2020.

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36

Forex, Anthony. Futures Trading for Beginners 2020: How to Invest with the Right Money Management,Psychology and Day Strategies for a Living. Discover Why Real Estate Investing Is Not the Safest Asset. Independently Published, 2020.

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37

Cronqvist, Henrik, and Danling Jiang. Individual Investors. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190269999.003.0003.

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Traditional finance explains individual investor’s behavior and financial decision making based on economic incentives and rationality. Modern finance, however, takes a holistic view and searches for not only economic but also biological, psychological, and social factors that shape decision making. In this new approach, genetics, life experiences, psychological traits, social norms, and peer influences, as well as beliefs, values, and culture help determine an investor’s stock market participation, equity holdings, frequency of trading, extent of diversification, and investment preferences. The collective preferences and actions of individual investors also have an impact on asset pricing and corporate decisions.

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38

Davis, Mark H. A. Mathematical Finance: A Very Short Introduction. Oxford University Press, 2019. http://dx.doi.org/10.1093/actrade/9780198787945.001.0001.

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In recent years, the finance industry has mushroomed to become an important part of modern economies with many science and engineering graduates joining the industry as quantitative analysts, using mathematical and computational skills to solve complex problems of asset valuation and risk management. Mathematical Finance: A Very Short Introduction provides an overview of mathematical finance today. It introduces arbitrage theory, explaining why it works the way it does, and how it is key to pricing financial contracts, to credit trading, fund management, and the setting of interest rates. It also discusses developments to mathematical finance in the wake of the 2008 financial crash, and surveys the most pressing issues in mathematical finance today.

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39

NONG, WANG WEI. Corporate State-owned Assets Trading Planning and Practice. Press, 2018.

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40

Dikanarov, George, Joseph McBride, and Andrew C. Spieler. Relative Value Hedge Fund Strategies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0014.

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Relative value strategies, also called arbitrage strategies, are trading strategies that exploit mispricing in the financial markets among the same or related assets. Relative value trading is a popular investment strategy among many hedge fund managers who try to achieve high returns while minimizing risk. To capitalize on the mispricing of assets, investment managers take long positions in the undervalued assets and short positions in the overvalued assets with the expectation that prices will revert to their fundamental values. When using relative value strategies, managers construct market-neutral portfolios to eliminate systematic risk. Fund managers employ leverage to maximize the low returns that individual trades yield. Relative value funds are an attractive investment for individuals seeking to diversify their portfolios with assets that are uncorrelated with the broader market. This chapter discusses the different subcategories within the relative value strategy and the different types of securities each subcategory trades.

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41

Charles, Proctor. Part D The Bank as Service Provider, 22 Trading Loan Assets. Oxford University Press, 2015. http://dx.doi.org/10.1093/law/9780199685585.003.0022.

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This chapter examines the various means by which loan assets may be traded or sold by banks. It discusses restrictions on assignments and transfers; assignment; novation; participation arrangements; and credit default swaps.

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42

Simon, Gleeson. Part III Investment Banking, 12 The Trading Book. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198793410.003.0012.

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This chapter begins by discussing market risk in the Basel framework. Market risk was a relative latecomer to the Basel framework. Although the original Accord was signed in 1988, it was only in 1996 that the amendment to incorporate market risks was implemented. Market risk in the trading book is comprised of two significant components: position risk, which measures the risk of a change in the value of assets held; and counterparty credit risk, which measures the riskiness of counterparties to derivatives, options, and other trading positions. The remainder of the chapter covers trading book eligibility under Basel 2.5 and Basel 3.

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43

Slorach, J. Scott, and Jason Ellis. 26. Liabilities arising from insolvency. Oxford University Press, 2017. http://dx.doi.org/10.1093/he/9780198787686.003.0026.

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This chapter considers the rules which enable insolvency practitioners to claim assets which are not held by the insolvent company itself. It discusses wrongful trading; transactions at an undervalue and preferences; transactions defrauding creditors; and floating charges.

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44

Slorach, J. Scott, and Jason Ellis. 26. Liabilities arising from insolvency. Oxford University Press, 2018. http://dx.doi.org/10.1093/he/9780198823230.003.0026.

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This chapter considers the rules which enable insolvency practitioners to claim assets which are not held by the insolvent company itself. It discusses wrongful trading; transactions at an undervalue and preferences; transactions defrauding creditors; and floating charges.

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45

Britain, Great. The Land Registry Trading Fund (Additional Assets) Order 1996 (Statutory Instruments: 1996: 750). Stationery Office Books, 1996.

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46

French, Derek. 20. Company insolvency and liquidation. Oxford University Press, 2018. http://dx.doi.org/10.1093/he/9780198815105.003.0020.

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This chapter deals with procedures and legislation governing the insolvency and liquidation of a company and who are qualified as insolvency practitioners. It discusses insolvency procedures such as administration, voluntary arrangement, creditors’ voluntary winding up, winding up by the court and the appointment of a provisional liquidator. It considers the effect of insolvency and liquidation procedures on floating charges, court control of insolvency and liquidation procedures, and liability for fraudulent trading and wrongful trading. The legal principles underlying disqualification orders against a company’s directors, the use of an insolvent company’s name, the order of the application of assets in liquidation and the dissolution of a company are also examined.

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47

Britain, Great. The Vehicle Inspectorate Trading Fund (Appropriation of Additional Assets) Order 1997 (Statutory Instruments: 1997: 668). Stationery Office Books, 1997.

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48

Hardin, Carolyn. Capturing Finance. Duke University Press, 2021. http://dx.doi.org/10.1215/9781478021605.

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Arbitrage—the trading practice that involves buying assets in one market at a cheap price and immediately selling them in another market for a profit—is fundamental to the practice of financial trading and economic understandings of how financial markets function. Because traders complete transactions quickly and use other people's money, arbitrage is considered to be riskless. Yet, despite the rhetoric of riskless trading, the arbitrage in mortgage-backed securities led to the 2008 financial crisis. In Capturing Finance Carolyn Hardin offers a new way of understanding arbitrage as a means for capturing value in financial capitalism. She shows how arbitrage relies on a system of abstract domination built around risk. The commonsense beliefs that taking on debt is necessary for affording everyday life and that investing is necessary to secure retirement income compel individuals to assume risk while financial institutions amass profits. Hardin insists that mitigating financial capitalism's worst consequences, such as perpetuating class and racial inequities, requires challenging the narratives that naturalize risk as a necessary element of financial capitalism as well as social life writ large.

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49

The Protection of Trading Interests (Us Cuban Assets Control Regulations) Order 1992 (Statutory Instruments: 1992: 2449). Stationery Office Books, 1992.

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50

Moore, Imogen. 11. Corporate Insolvency. Oxford University Press, 2016. http://dx.doi.org/10.1093/he/9780198745228.003.0011.

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The Concentrate Questions and Answers series offers the best preparation for tackling exam questions and coursework. Each book includes typical questions, suggested answers with commentary, illustrative diagrams, guidance on how to develop your answer, suggestions for further reading, and advice on exams and coursework. This chapter examines the law on corporate insolvency. It considers the important and topical subject of corporate rescue, reviewing, in particular, administration (including pre-packaged administrations) and Company Voluntary Arrangements. The chapter addresses several issues relating to liquidation, including: winding up petitions and the meaning of ‘inability to pay debts’; assets available to creditors; distribution of assets to creditors; priority of claims; the pari passu principle; and transaction avoidance (dispositions of property after the commencement of winding up; transactions at an undervalue; preferences; voidable floating charges; and transactions defrauding creditors). The potential liability of directors on a company’s insolvent liquidation is considered, concentrating on wrongful and fraudulent trading and disqualification.

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Books on the topic 'Asset trading'

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