Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 15, Issue 2

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

About this journalAbout

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 15, Issue 2 (2015)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Quantitative Finance, Volume 15, Issue 2 (2015)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Volume 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Themed Issue on Trading

Features

Beta-arbitrage strategies: when do they work, and why?

Gianluca Oderda, Tony Berrada, Reda Jurg Messikh & Olivier Pictet

Pages: 185-203

Published online: 28 Jan 2015

First Page PreviewforBeta-arbitrage strategies: when do they work, and why? | Full Text | References | PDF (965.5 KB)

722 Views
5 CrossRef citations
0Altmetric

Book reviews

Book Review

Flash Boys: Cracking the Money Code

Philip Protter

Pages: 205-206

Published online: 28 Jan 2015

CitationforFlash Boys: Cracking the Money Code | Full Text | References | PDF (172.5 KB)

404 Views
3 CrossRef citations
0Altmetric

Free Access

Book Review

Flash Boys: Cracking the Money Code

Rishi K Narang

Pages: 207-208

Published online: 28 Jan 2015

CitationforFlash Boys: Cracking the Money Code | Full Text | PDF (545.4 KB)

293 Views
0 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 209

Published online: 28 Jan 2015

CitationforCalendar | Full Text | PDF (39.8 KB)

36 Views
0 CrossRef citations
0Altmetric

Research Papers

Article

How news affects the trading behaviour of different categories of investors in a financial market

Fabrizio Lillo, Salvatore Miccichè, Michele Tumminello, Jyrki Piilo & Rosario N. Mantegna

Pages: 213-229

Published online: 04 Aug 2014

AbstractforHow news affects the trading behaviour of different categories of investors in a financial market | Full Text | References | PDF (461.1 KB)

1790 Views
53 CrossRef citations
0Altmetric

Article

Ensemble properties of high-frequency data and intraday trading rules

F. Baldovin, F. Camana, M. Caporin, M. Caraglio & A.L. Stella

Pages: 231-245

Published online: 21 Mar 2014

AbstractforEnsemble properties of high-frequency data and intraday trading rules | Full Text | References | PDF (619.1 KB)

509 Views
3 CrossRef citations
0Altmetric

Article

Automatic one two three

Stanislaus Maier-Paape

Pages: 247-260

Published online: 01 Aug 2013

AbstractforAutomatic one two three | Full Text | References | PDF (902.3 KB)

9618 Views
5 CrossRef citations
0Altmetric

Open Access

Article

Trend momentum

Wilhelm Berghorn

Pages: 261-284

Published online: 09 Sep 2014

AbstractforTrend momentum | Full Text | References | PDF (3 MB)

1000 Views
19 CrossRef citations
0Altmetric

Article

Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities

Panagiotis Schizas & Dimitrios D. Thomakos

Pages: 285-298

Published online: 18 Nov 2013

AbstractforMarket timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities | Full Text | References | PDF (425.4 KB)

487 Views
1 CrossRef citations
0Altmetric

Article

The payoff distribution model: an application to dynamic portfolio insurance

Alexandre Hocquard, Nicolas Papageorgiou & Bruno Remillard

Pages: 299-312

Published online: 29 Mar 2012

AbstractforThe payoff distribution model: an application to dynamic portfolio insurance | Full Text | References | PDF (656.7 KB)

383 Views
7 CrossRef citations
0Altmetric

Article

Evaluating discrete dynamic strategies in affine models

Flavio Angelini & Stefano Herzel

Pages: 313-326

Published online: 10 Jan 2012

AbstractforEvaluating discrete dynamic strategies in affine models | Full Text | References | PDF (474.3 KB)

198 Views
3 CrossRef citations
0Altmetric

Article

Time horizon trading and the idiosyncratic risk puzzle

Juliana Malagon, David Moreno & Rosa Rodríguez

Pages: 327-343

Published online: 18 Mar 2013

AbstractforTime horizon trading and the idiosyncratic risk puzzle | Full Text | References | PDF (176.2 KB)

528 Views
16 CrossRef citations
0Altmetric

Article

Stock-picking and style-timing abilities: a comparative analysis of conventional and socially responsible mutual funds in the US market

Fernando Muñoz, Ruth Vicente & Luis Ferruz

Pages: 345-358

Published online: 18 Nov 2013

AbstractforStock-picking and style-timing abilities: a comparative analysis of conventional and socially responsible mutual funds in the US market | Full Text | References | PDF (265.7 KB)

836 Views
18 CrossRef citations
0Altmetric

Article

Selection of balanced portfolios to track the main properties of a large market

Donatien Tafin Djoko & Yves Tillé

Pages: 359-370

Published online: 10 Mar 2014

AbstractforSelection of balanced portfolios to track the main properties of a large market | Full Text | References | PDF (780.2 KB)

209 Views
2 CrossRef citations
0Altmetric

Article

Application of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China

Lei Cui, Ke Huang & H.J. Cai

Pages: 371-384

Published online: 11 Sep 2013

AbstractforApplication of a TGARCH-wavelet neural network to arbitrage trading in the metal futures market in China | Full Text | References | PDF (857 KB)

952 Views
8 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Risk factor aggregation and stress testing

Natalie Packham

Article | Published online: 25 Jul 2024

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

Leif Andersen et al.

Article | Published online: 16 Jul 2024

Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS

Christian Bongiorno et al.

Article | Published online: 16 Jul 2024

Equity auction dynamics: latent liquidity models with activity acceleration

Mohammed Salek et al.

Article | Published online: 15 Jul 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.15, Iss.2, 2015)

Themed Issue on Trading

Themed Issue on Trading

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?