The Journal of Trading: 11 (2)

The Journal of Trading

Spring 2016; Volume 11,Issue 2

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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

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