Index by author

Winter 2017; Volume 12,Issue 1

B

  1. Battalio, Robert

    1. 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

  2. Bhuyan, Rafiqul

    1. 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

  3. Bruce, Brian R.

    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

C

  1. Clapham, Benjamin

    1. 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

  2. Corwin, Shane A.

    1. 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

G

  1. Gomber, Peter

    1. 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

H

  1. Haferkorn, Martin

    1. 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

  2. Harris, Drew

    1. 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

  3. Harris, Frederick H. de B.

    1. 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

J

  1. Jennings, Robert

    1. 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

  2. Jentsch, Paul

    1. 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

K

  1. Khandoker, Mohammad Sogir Hossain

    1. 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

  2. Kissell, Robert

    1. 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

  3. Konstance, Marie

    1. 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

P

  1. Panz, Sven

    1. 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

S

  1. Sarkar, Mainak

    1. 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

  2. Singh, Ranjit

    1. 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

Z

  1. Zhang, Nina (Ning)

    1. 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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In this issue

The Journal of Trading: 12 (1)
The Journal of Trading
Vol. 12, Issue 1
Winter 2017