The Journal of Trading

Table of Contents

Summer 2017; Volume 12,Issue 3

Editor’s Letter

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Trading Summer 2017, 12 (3) 1; DOI: https://doi.org/10.3905/jot.2017.12.3.001

Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers

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Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers
Rune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel Slama

The Journal of Trading Summer 2017, 12 (3) 5-13; DOI: https://doi.org/10.3905/jot.2017.12.3.005

Market Makers under Extreme Market Conditions: Does Timing Matter?

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Market Makers under Extreme Market Conditions: Does Timing Matter?
David Yechiam Aharon, Gitit Gur Gershgoren, Eyal Sharabi and Yaron Zelekha

The Journal of Trading Summer 2017, 12 (3) 14-29; DOI: https://doi.org/10.3905/jot.2017.12.3.014

Hidden Liquidity on the U.S. Stock Exchanges

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Hidden Liquidity on the U.S. Stock Exchanges
Archana Jain and Chinmay Jain

The Journal of Trading Summer 2017, 12 (3) 30-36; DOI: https://doi.org/10.3905/jot.2017.12.3.030

Defeating the VPIN: Slipping into the Noise

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Defeating the VPIN: Slipping into the Noise
E. Dan Glikstein and Lawrence Kryzanowski

The Journal of Trading Summer 2017, 12 (3) 37-47; DOI: https://doi.org/10.3905/jot.2017.12.3.037

High-Frequency Trading Patterns around Short-Term Volatility Spikes

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High-Frequency Trading Patterns around Short-Term Volatility Spikes
Todd G. Griffith, Bonnie F. Van Ness and Robert A. Van Ness

The Journal of Trading Summer 2017, 12 (3) 48-68; DOI: https://doi.org/10.3905/jot.2017.12.3.048

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