Table of Contents

Summer 2007; Volume 2,Issue 3
  • Open Access
    Editor's Letter
    Brian R Bruce
    The Journal of Trading Summer 2007, 2 (3) 10; DOI: https://doi.org/10.3905/jot.2007.688955
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
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The Journal of Trading
Vol. 2, Issue 3
Summer 2007