The Journal of Trading: 11 (1)

The Journal of Trading

Winter 2016; Volume 11,Issue 1

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Editor’s Letter
Brian R. Bruce

The Journal of Trading Winter 2016, 11 (1) 1; DOI: https://doi.org/10.3905/jot.2016.11.1.001
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Why Basel II Market Risk VaR is Too Conservative
Mo Chaudhury

The Journal of Trading Winter 2016, 11 (1) 6-12; DOI: https://doi.org/10.3905/jot.2016.11.1.006
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Is Volatility Your Nemesis or Best Friend? It Depends on Who You Ask
Milan Borkovec and Konstantin Tyurin

The Journal of Trading Winter 2016, 11 (1) 13-25; DOI: https://doi.org/10.3905/jot.2016.11.1.013
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A Look Inside the Shifting Volume Smile for U.S. Equities
Iaryna Grynkiv and Kimberly Russell

The Journal of Trading Winter 2016, 11 (1) 26-37; DOI: https://doi.org/10.3905/jot.2016.11.1.026
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Analysis of Execution Methods in U.S. and European Futures
Aistis Raudys and Skirmantė Matkėnaitė

The Journal of Trading Winter 2016, 11 (1) 38-52; DOI: https://doi.org/10.3905/jot.2016.11.1.038
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Profit Opportunities in the U.S. Treasury Market When the Market Is Under Stress
Onem Ozocak

The Journal of Trading Winter 2016, 11 (1) 53-67; DOI: https://doi.org/10.3905/jot.2016.11.1.053
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Impact of Trading in the Multi-Dealer Spot Foreign Exchange
Anatoly B. Schmidt

The Journal of Trading Winter 2016, 11 (1) 68-75; DOI: https://doi.org/10.3905/jot.2016.11.1.068
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The Ultimate Best Execution Conflict of Interest? A Speed Bump Designed to Enable Predatory High-Frequency Trading
Jos Schmitt

The Journal of Trading Winter 2016, 11 (1) 76-80; DOI: https://doi.org/10.3905/jot.2016.11.1.076
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The Market for Small-Cap Stocks (NYSE MKT)
Xin Che, Bonnie F. Van Ness and Robert A. Van Ness

The Journal of Trading Winter 2016, 11 (1) 81-95; DOI: https://doi.org/10.3905/jot.2016.11.1.081

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