Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Spring 2017, 12 (2) 1; DOI: https://doi.org/10.3905/jot.2017.12.2.001
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  Microstructure under the Microscope: Tools to Survive and Thrive in the Age of (Too Much) Information

  Ravi Kashyap

  The Journal of Trading Spring 2017, 12 (2) 5-27; DOI: https://doi.org/10.3905/jot.2017.12.2.005
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  Quintet Volume Projection

  Vladimir Markov, Olga Vilenskaia and Vlad Rashkovich

  The Journal of Trading Spring 2017, 12 (2) 28-43; DOI: https://doi.org/10.3905/jot.2017.12.2.028
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  Comparing Transition Track Records: An Attempt to Create Like-for-Like Comparisons

  Ramon Tol

  The Journal of Trading Spring 2017, 12 (2) 44-49; DOI: https://doi.org/10.3905/jot.2017.12.2.044
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  Conditional Probabilistic Analysis of Trade Ticks in Currency Derivatives Markets

  Gaurav Raizada and S.V.D. Nageswara Rao

  The Journal of Trading Spring 2017, 12 (2) 50-58; DOI: https://doi.org/10.3905/jot.2017.12.2.050
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  Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets

  A. Senol Oztekin, Suchismita Mishra, Pankaj K. Jain, Robert T. Daigler, Sascha Strobl and Richard D. Holowczak

  The Journal of Trading Spring 2017, 12 (2) 59-72; DOI: https://doi.org/10.3905/jot.2017.12.2.059
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  Can Trading Volume Validate Extreme Price Movements in the Age of Higher Algorithmic Trading Activities?

  Yu-Jung L. Avis, Chingfu Chang and Dandan Wu

  The Journal of Trading Spring 2017, 12 (2) 73-87; DOI: https://doi.org/10.3905/jot.2017.12.2.073