Index by author

Summer 2015; Volume 10,Issue 3

A

  1. Abner, David

    1. 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

  2. Aked, Michael

    1. 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

  3. Alexandre, Julien

    1. 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

B

  1. Bruce, Brian R.

    1. 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

C

  1. Chaudhury, Mo

    1. 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

K

  1. Kuvvet, Emre

    1. 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

L

  1. Liu, Jingle

    1. 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

M

  1. Moroz, Max

    1. 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

N

  1. Nadler, Daniel

    1. 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

P

  1. Park, Sanghyun

    1. 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

  2. Polidore, Benjamin H.

    1. 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

S

  1. Sarkar, Devdeep

    1. 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

  2. Schmidt, Anatoly (Alec)

    1. 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

W

  1. Wei, Zhicheng

    1. 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

X

  1. Xu, Wenjie

    1. 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

Y

  1. Younger, Joshua

    1. 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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In this issue

The Journal of Trading: 10 (3)
The Journal of Trading
Vol. 10, Issue 3
Summer 2015