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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Index by author

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

  • You have access
    How Does a Stock Trade? Stock-Specific Peer Group Analysis and Its Application to Portfolio Liquidity
    Ian Domowitz and Kumar Giritharan
    The Journal of Trading Fall 2017, 12 (4) 5-16; DOI: https://doi.org/10.3905/jot.2017.12.4.005

Algorithmic Trading and Fragmentation

  • You have access
    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

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    Deconstructing Execution Cost and Risk
    Lada Kyj and Bayao Zheng
    The Journal of Trading Fall 2017, 12 (4) 29-37; DOI: https://doi.org/10.3905/jot.2017.12.4.029

DTER and DTTER as High-Frequency Trading Efficiency Ratios

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    DTER and DTTER as High-Frequency Trading Efficiency Ratios
    Carlos Jorge Lenczewski Martins
    The Journal of Trading Fall 2017, 12 (4) 39-55; DOI: https://doi.org/10.3905/jot.2017.12.4.039

Detecting Market Cycles Using Inverse-Logic Spectral Analysis

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    Detecting Market Cycles Using Inverse-Logic Spectral Analysis
    Dmytro Bondar
    The Journal of Trading Fall 2017, 12 (4) 56-65; DOI: https://doi.org/10.3905/jot.2017.12.4.056

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

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    Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data
    Matteo Aquilina and Felix Suntheim
    The Journal of Trading Fall 2017, 12 (4) 67-80; DOI: https://doi.org/10.3905/jot.2017.12.4.067

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

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    Corrigendum: A Look at the Use of VIX Futures in Investment Portfolios: Buy-and-Hold versus Tactical Allocations
    Travis L. Jones
    The Journal of Trading Fall 2017, 12 (4) 81-83; DOI: https://doi.org/10.3905/jot.2017.12.4.081
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In this issue

The Journal of Trading: 12 (4)
The Journal of Trading
Vol. 12, Issue 4
Fall 2017
  • Table of Contents
  • Index by author

 

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