Table of Contents

Spring 2016; Volume 11,Issue 2

B

  1. Bruce, Brian R.

    1. 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

C

  1. Ceccon, Francesco

    1. 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

  2. Chung, Grace

    1. 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

J

  1. jiang, lin

    1. 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

K

  1. Kissell, Robert

    1. 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

  2. Kumiega, Andrew

    1. 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

L

  1. Lewis, Rebecca

    1. 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

  2. Li, Yichu

    1. 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

M

  1. McPartland, John

    1. 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

  2. Mozes, Haim A.

    1. 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

P

  1. Pasquali, Stefano

    1. 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

  2. Polidore, Benjamin

    1. 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

S

  1. Sommer, Philip

    1. 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

  2. Steffens, John Launny

    1. 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

  3. Sterijevski, Greg

    1. 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

T

  1. Thukral, Lovjit

    1. 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

V

  1. Van Vliet, Ben

    1. 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

  2. Vergel Eleuterio, Pedro

    1. 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

  3. Virgilio, Gianluca

    1. 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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In this issue

The Journal of Trading: 11 (2)
The Journal of Trading
Vol. 11, Issue 2
Spring 2016