Index by author
Spring 2016; Volume 11,Issue 2
B
Bruce, Brian R.
- You have accessEditor’s LetterBrian R. BruceThe Journal of Trading Spring 2016, 11 (2) 1; DOI: https://doi.org/10.3905/jot.2016.11.2.001
C
Ceccon, Francesco
- You have accessMomentum Strategies: Comparison of Programming Language PerformanceFrancesco Ceccon, Lovjit Thukral and Pedro Vergel EleuterioThe Journal of Trading Spring 2016, 11 (2) 49-53; DOI: https://doi.org/10.3905/jot.2016.11.2.049
Chung, Grace
- You have accessAn Application of Transaction Cost in the Portfolio Optimization ProcessGrace Chung and Robert KissellThe Journal of Trading Spring 2016, 11 (2) 11-20; DOI: https://doi.org/10.3905/jot.2016.11.2.011
J
jiang, lin
- You have accessA Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm DesignBenjamin Polidore, lin jiang and Yichu LiThe Journal of Trading Spring 2016, 11 (2) 41-48; DOI: https://doi.org/10.3905/jot.2016.11.2.041
K
Kissell, Robert
- You have accessAn Application of Transaction Cost in the Portfolio Optimization ProcessGrace Chung and Robert KissellThe Journal of Trading Spring 2016, 11 (2) 11-20; DOI: https://doi.org/10.3905/jot.2016.11.2.011
Kumiega, Andrew
- You have accessBeyond the Flash Crash:Systemic Risk, Reliability, and High Frequency Financial MarketsAndrew Kumiega, Greg Sterijevski and Ben Van VlietThe Journal of Trading Spring 2016, 11 (2) 71-83; DOI: https://doi.org/10.3905/jot.2016.11.2.071
L
Lewis, Rebecca
- You have accessA New Approach to Stock Market ExecutionRebecca Lewis and John McPartlandThe Journal of Trading Spring 2016, 11 (2) 65-70; DOI: https://doi.org/10.3905/jot.2016.11.2.065
Li, Yichu
- You have accessA Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm DesignBenjamin Polidore, lin jiang and Yichu LiThe Journal of Trading Spring 2016, 11 (2) 41-48; DOI: https://doi.org/10.3905/jot.2016.11.2.041
M
McPartland, John
- You have accessA New Approach to Stock Market ExecutionRebecca Lewis and John McPartlandThe Journal of Trading Spring 2016, 11 (2) 65-70; DOI: https://doi.org/10.3905/jot.2016.11.2.065
Mozes, Haim A.
- You have accessUsing Fundamental Earnings Factors to Forecast Equity Market VolatilityHaim A. Mozes and John Launny SteffensThe Journal of Trading Spring 2016, 11 (2) 5-10; DOI: https://doi.org/10.3905/jot.2016.11.2.005
P
Pasquali, Stefano
- You have accessLiquidity—How to Capture a Multidimensional BeastPhilip Sommer and Stefano PasqualiThe Journal of Trading Spring 2016, 11 (2) 21-39; DOI: https://doi.org/10.3905/jot.2016.11.2.021
Polidore, Benjamin
- You have accessA Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm DesignBenjamin Polidore, lin jiang and Yichu LiThe Journal of Trading Spring 2016, 11 (2) 41-48; DOI: https://doi.org/10.3905/jot.2016.11.2.041
S
Sommer, Philip
- You have accessLiquidity—How to Capture a Multidimensional BeastPhilip Sommer and Stefano PasqualiThe Journal of Trading Spring 2016, 11 (2) 21-39; DOI: https://doi.org/10.3905/jot.2016.11.2.021
Steffens, John Launny
- You have accessUsing Fundamental Earnings Factors to Forecast Equity Market VolatilityHaim A. Mozes and John Launny SteffensThe Journal of Trading Spring 2016, 11 (2) 5-10; DOI: https://doi.org/10.3905/jot.2016.11.2.005
Sterijevski, Greg
- You have accessBeyond the Flash Crash:Systemic Risk, Reliability, and High Frequency Financial MarketsAndrew Kumiega, Greg Sterijevski and Ben Van VlietThe Journal of Trading Spring 2016, 11 (2) 71-83; DOI: https://doi.org/10.3905/jot.2016.11.2.071
T
Thukral, Lovjit
- You have accessMomentum Strategies: Comparison of Programming Language PerformanceFrancesco Ceccon, Lovjit Thukral and Pedro Vergel EleuterioThe Journal of Trading Spring 2016, 11 (2) 49-53; DOI: https://doi.org/10.3905/jot.2016.11.2.049
V
Van Vliet, Ben
- You have accessBeyond the Flash Crash:Systemic Risk, Reliability, and High Frequency Financial MarketsAndrew Kumiega, Greg Sterijevski and Ben Van VlietThe Journal of Trading Spring 2016, 11 (2) 71-83; DOI: https://doi.org/10.3905/jot.2016.11.2.071
Vergel Eleuterio, Pedro
- You have accessMomentum Strategies: Comparison of Programming Language PerformanceFrancesco Ceccon, Lovjit Thukral and Pedro Vergel EleuterioThe Journal of Trading Spring 2016, 11 (2) 49-53; DOI: https://doi.org/10.3905/jot.2016.11.2.049
Virgilio, Gianluca
- You have accessThe Impact of High-Frequency Trading on Market VolatilityGianluca VirgilioThe Journal of Trading Spring 2016, 11 (2) 55-63; DOI: https://doi.org/10.3905/jot.2016.11.2.055
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