Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Winter 2017, 12 (1) 1; DOI: https://doi.org/10.3905/jot.2017.12.1.001
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  Implementation Shortfall in Transaction Cost Analysis: A Further Extension

  Mohammad Sogir Hossain Khandoker, Rafiqul Bhuyan and Ranjit Singh

  The Journal of Trading Winter 2017, 12 (1) 5-21; DOI: https://doi.org/10.3905/jot.2017.12.1.005
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  London Stock Exchange Midday Auction

  Mainak Sarkar

  The Journal of Trading Winter 2017, 12 (1) 22-34; DOI: https://doi.org/10.3905/jot.2017.12.1.022
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  Unrecognized Odd Lot Liquidity Supply: A Hidden Trading Cost for High Priced Stocks

  Robert Battalio, Shane A. Corwin and Robert Jennings

  The Journal of Trading Winter 2017, 12 (1) 35-41; DOI: https://doi.org/10.3905/jot.2017.12.1.035
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  Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues

  Peter Gomber, Benjamin Clapham, Martin Haferkorn, Sven Panz and Paul Jentsch

  The Journal of Trading Winter 2017, 12 (1) 42-54; DOI: https://doi.org/10.3905/jot.2017.12.1.042
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  Determinants of Price Discovery: Dark Trading and Price Improvement

  Drew Harris and Frederick H. de B. Harris

  The Journal of Trading Winter 2017, 12 (1) 55-72; DOI: https://doi.org/10.3905/jot.2017.12.1.055
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  Approaching Venue Analysis

  Marie Konstance

  The Journal of Trading Winter 2017, 12 (1) 73-75; DOI: https://doi.org/10.3905/jot.2017.12.1.073
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  Transaction Cost Analysis with Excel and MATLAB

  Robert Kissell and Nina (Ning) Zhang

  The Journal of Trading Winter 2017, 12 (1) 76-87; DOI: https://doi.org/10.3905/jot.2017.12.1.076