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I would like to thank Stephen Eckett for suggesting that I write this book and for his effective editing work. I would also like to thank Suzanne Anderson for guiding me through the publishing process. It has been a pleasure to work with each member of the team at Harriman House on this project.

Special thanks go to Nelly Terekhova for her research assistance on this book.

Thanks to Yuan Gao and Tatiana Pyatigorskaya for their assistance in building and analysing the dataset used to examine short-sellers’ behaviour. Also, thanks to Charalambos Constantinou for his work in analysing index fund predation and to Mariam Megvinetuhutsesi for her assistance in researching the ethics of predatory trading.

I am grateful to Will Duff Gordon at Data Explorers Ltd and Catherine Somers at Datastream Ltd. for providing valuable data for this research. I am also grateful to the quantitative research team at Macquarie and to Neil Heywood at Matrix Trading Systems, each of whom gave me permission to use their research findings on the use of stop losses.

I would like to thank all those who agreed to be interviewed for aspects of my research. Finally, thanks to reviewers and participants at the Midwest Finance Association conference in Chicago (March, 2009), the European Financial Management conference in Nantes (April, 2009), the State Street Risk Forum (2007), the Edinburgh University Centre for Financial Markets Research (2008), the JP Morgan Quantitative Conference (2008) and the CFA/INQUIRE seminar in London (February, 2009) for their helpful ideas and suggestions on research that was used in this book.