The Journal of Trading: 12 (1)

The Journal of Trading

Winter 2017; Volume 12,Issue 1

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

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