Skip to main content

Main menu

  • Home
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About the JOT
    • Editorial Board
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Trading
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Trading

The Journal of Trading

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About the JOT
    • Editorial Board
  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

Index by author

Spring 2016; Volume 11,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Bruce, Brian R.

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Trading: 11 (2)
The Journal of Trading
Vol. 11, Issue 2
Spring 2016
  • Table of Contents
  • Index by author

 

LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1559-3967 | E-ISSN: 2168-8427

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies