Table of Contents

Article

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  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Spring 2016, 11 (2) 1; DOI: https://doi.org/10.3905/jot.2016.11.2.001
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  Using Fundamental Earnings Factors to Forecast Equity Market Volatility

  Haim A. Mozes and John Launny Steffens

  The Journal of Trading Spring 2016, 11 (2) 5-10; DOI: https://doi.org/10.3905/jot.2016.11.2.005
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  An Application of Transaction Cost in the Portfolio Optimization Process

  Grace Chung and Robert Kissell

  The Journal of Trading Spring 2016, 11 (2) 11-20; DOI: https://doi.org/10.3905/jot.2016.11.2.011
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  Liquidity—How to Capture a Multidimensional Beast

  Philip Sommer and Stefano Pasquali

  The Journal of Trading Spring 2016, 11 (2) 21-39; DOI: https://doi.org/10.3905/jot.2016.11.2.021
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  A Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm Design

  Benjamin Polidore, lin jiang and Yichu Li

  The Journal of Trading Spring 2016, 11 (2) 41-48; DOI: https://doi.org/10.3905/jot.2016.11.2.041
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  Momentum Strategies: Comparison of Programming Language Performance

  Francesco Ceccon, Lovjit Thukral and Pedro Vergel Eleuterio

  The Journal of Trading Spring 2016, 11 (2) 49-53; DOI: https://doi.org/10.3905/jot.2016.11.2.049
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  The Impact of High-Frequency Trading on Market Volatility

  Gianluca Virgilio

  The Journal of Trading Spring 2016, 11 (2) 55-63; DOI: https://doi.org/10.3905/jot.2016.11.2.055
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  A New Approach to Stock Market Execution

  Rebecca Lewis and John McPartland

  The Journal of Trading Spring 2016, 11 (2) 65-70; DOI: https://doi.org/10.3905/jot.2016.11.2.065
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  Beyond the Flash Crash:Systemic Risk, Reliability, and High Frequency Financial Markets

  Andrew Kumiega, Greg Sterijevski and Ben Van Vliet

  The Journal of Trading Spring 2016, 11 (2) 71-83; DOI: https://doi.org/10.3905/jot.2016.11.2.071