Table of Contents

Primary Article

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  Shortfall Surprises

  Kwaku Abrokwah and George Sofianos

  The Journal of Trading Summer 2007, 2 (3) 11-31; DOI: https://doi.org/10.3905/jot.2007.688944
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  If Best Execution Is a Process, What Does That Process Look Like?

  Wayne H. Wagner and Mark Edwards

  The Journal of Trading Summer 2007, 2 (3) 32-36; DOI: https://doi.org/10.3905/jot.2007.688945
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  Noise Trading and Market Efficiency

  Damir Tokic

  The Journal of Trading Summer 2007, 2 (3) 37-44; DOI: https://doi.org/10.3905/jot.2007.688946
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  Implied Trading in Energy Futures

  John J. Blank

  The Journal of Trading Summer 2007, 2 (3) 45-48; DOI: https://doi.org/10.3905/jot.2007.688948
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  MiFID Best Execution Benchmark

  Kiran Karande

  The Journal of Trading Summer 2007, 2 (3) 49-57; DOI: https://doi.org/10.3905/jot.2007.688949
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  How Important Is Money Management?

  Paul Lajbcygier and Eugene Lim

  The Journal of Trading Summer 2007, 2 (3) 58-75; DOI: https://doi.org/10.3905/jot.2007.688950
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  Time of Day and Market Impact

  Scott Lyden

  The Journal of Trading Summer 2007, 2 (3) 76-81; DOI: https://doi.org/10.3905/jot.2007.688951
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  Clearing the Hurdle

  Jarod Winters and Scott Kurland

  The Journal of Trading Summer 2007, 2 (3) 82-83; DOI: https://doi.org/10.3905/jot.2007.688952
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  A Boosting Approach for Automated Trading

  Germán Creamer and Yoav Freund

  The Journal of Trading Summer 2007, 2 (3) 84-96; DOI: https://doi.org/10.3905/jot.2007.688953
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  VIX Futures and Options

  Matthew T. Moran and Srikant Dash

  The Journal of Trading Summer 2007, 2 (3) 96-105; DOI: https://doi.org/10.3905/jot.2007.688954