Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Summer 2015, 10 (3) 1; DOI: https://doi.org/10.3905/jot.2015.10.3.001
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  The Market Impact of Passive Trading

  Michael Aked and Max Moroz

  The Journal of Trading Summer 2015, 10 (3) 5-12; DOI: https://doi.org/10.3905/jot.2015.10.3.005
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  Behind Stock Price Movement: Supply and Demand in Market Microstructure and Market Influence

  Jingle Liu and Sanghyun Park

  The Journal of Trading Summer 2015, 10 (3) 13-23; DOI: https://doi.org/10.3905/jot.2015.10.3.013
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  Understanding ETFs: Trading and Valuation

  David Abner

  The Journal of Trading Summer 2015, 10 (3) 24-30; DOI: https://doi.org/10.3905/jot.2015.10.3.024
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  Impact of Macroeconomic Announcements on ETF Trading Volumes

  Daniel Nadler and Anatoly (Alec) Schmidt

  The Journal of Trading Summer 2015, 10 (3) 31-35; DOI: https://doi.org/10.3905/jot.2015.10.3.031
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  Dancing in the Dark: Optimal Liquidity Search under Portfolio Constraints

  Benjamin H. Polidore, Wenjie Xu, Julien Alexandre and Zhicheng Wei

  The Journal of Trading Summer 2015, 10 (3) 36-43; DOI: https://doi.org/10.3905/jot.2015.10.3.036
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  Option Bid–Ask Spread and Liquidity

  Mo Chaudhury

  The Journal of Trading Summer 2015, 10 (3) 44-56; DOI: https://doi.org/10.3905/jot.2015.10.3.044
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  Optimal Measure and Drivers of U.S. Treasury Market (Il)Liquidity: Will Low Liquidity Be the New Normal?

  Devdeep Sarkar and Joshua Younger

  The Journal of Trading Summer 2015, 10 (3) 57-64; DOI: https://doi.org/10.3905/jot.2015.10.3.057
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  Corporate Fraud and Liquidity

  Emre Kuvvet

  The Journal of Trading Summer 2015, 10 (3) 65-71; DOI: https://doi.org/10.3905/jot.2015.10.3.065