Table of Contents

Fall 2017; Volume 12,Issue 4

A

  1. Aquilina, Matteo

    1. 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

B

  1. Bondar, Dmytro

    1. 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

  2. Bruce, Brian R.

    1. 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

D

  1. Domowitz, Ian

    1. 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

G

  1. Giritharan, Kumar

    1. 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

J

  1. Jain, Archana

    1. 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

  2. Jain, Chinmay

    1. 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

  3. Jiang, Christine X.

    1. 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

  4. Jones, Travis L.

    1. 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

K

  1. Kyj, Lada

    1. 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

M

  1. Martins, Carlos Jorge Lenczewski

    1. 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

S

  1. Suntheim, Felix

    1. 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

Z

  1. Zheng, Bayao

    1. 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
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In this issue

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