Table of Contents

Primary Article

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  Execution Risk

  Robert F Engle and Robert Ferstenberg

  The Journal of Trading Spring 2007, 2 (2) 10-20; DOI: https://doi.org/10.3905/jot.2007.682136
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  Equity Trading Capacity Revisited

  Joanne M. Hill

  The Journal of Trading Spring 2007, 2 (2) 21-36; DOI: https://doi.org/10.3905/jot.2007.682137
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  Sources of Intraday Noise

  Kimberly C. Gleason, Chun I Lee and Jeff Madura

  The Journal of Trading Spring 2007, 2 (2) 37-52; DOI: https://doi.org/10.3905/jot.2007.682138
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  Statistical Methods to Compare Algorithmic Performance

  Robert Kissell

  The Journal of Trading Spring 2007, 2 (2) 53-62; DOI: https://doi.org/10.3905/jot.2007.682139
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  Who Wants to Dance?

  Thomas O. Miller and Michael S. Pagano

  The Journal of Trading Spring 2007, 2 (2) 63-72; DOI: https://doi.org/10.3905/jot.2007.682140
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  Trading Volatility in the Asian Sub-Continent

  Shiv Kumar and Kishore Kumar

  The Journal of Trading Spring 2007, 2 (2) 73-76; DOI: https://doi.org/10.3905/jot.2007.682141
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  Internalization in European Equity Markets Following the Adoption of the EU MiFID Directive

  Mario Anolli and Giovanni Petrella

  The Journal of Trading Spring 2007, 2 (2) 77-88; DOI: https://doi.org/10.3905/jot.2007.682142
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  Effects of Regulations and Technology on U.S. Stocks

  Dana D Hobson

  The Journal of Trading Spring 2007, 2 (2) 89-96; DOI: https://doi.org/10.3905/jot.2007.682143
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  Hello Hybrid, Goodbye Price Improvement!

  Leslie Boni and Michael Rosen

  The Journal of Trading Spring 2007, 2 (2) 97-101; DOI: https://doi.org/10.3905/jot.2007.682144
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  Is This Really Goodbye? And Why?

  Joseph Gawronski

  The Journal of Trading Spring 2007, 2 (2) 102-107; DOI: https://doi.org/10.3905/jot.2007.682145
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  Liquidity Aggregation

  Gabriel Butler

  The Journal of Trading Spring 2007, 2 (2) 108-114; DOI: https://doi.org/10.3905/jot.2007.682146