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Fall 2017; Volume 12,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Trading Fall 2017, 12 (4) 1; DOI: https://doi.org/10.3905/jot.2017.12.4.001

How Does a Stock Trade? Stock-Specific Peer Group Analysis and Its Application to Portfolio Liquidity

Algorithmic Trading and Fragmentation

  • Algorithmic Trading and Fragmentation
    Archana Jain, Chinmay Jain and Christine X. Jiang
    The Journal of Trading Fall 2017, 12 (4) 18-28; DOI: https://doi.org/10.3905/jot.2017.12.4.018

Deconstructing Execution Cost and Risk

DTER and DTTER as High-Frequency Trading Efficiency Ratios

Detecting Market Cycles Using Inverse-Logic Spectral Analysis

Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data

Corrigendum: A Look at the Use of VIX Futures in Investment Portfolios: Buy-and-Hold versus Tactical Allocations

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In this issue

The Journal of Trading: 12 (4)
The Journal of Trading
Vol. 12, Issue 4
Fall 2017