Index by author

Summer 2008; Volume 3,Issue 3

A

  1. Al Janabi, Mazin A.M.

    1. Integrating Liquidity Risk Factor into a Parametric Value at Risk Method
      Mazin A.M. Al Janabi
      The Journal of Trading Summer 2008, 3 (3) 76-87; DOI: https://doi.org/10.3905/jot.2008.708838

  2. Arnold, Tom

    1. Calculating the VIX in Excel
      Tom Arnold and John H. Earl
      The Journal of Trading Summer 2008, 3 (3) 39-45; DOI: https://doi.org/10.3905/jot.2008.708835

B

  1. Brooks, Robert

    1. The Naked Truth
      Robert Brooks and Clay M. Moffett
      The Journal of Trading Summer 2008, 3 (3) 46-59; DOI: https://doi.org/10.3905/jot.2008.708836

  2. Bruce, Brian R

    1. Open Access
      Editor's Letter
      Brian R Bruce
      The Journal of Trading Summer 2008, 3 (3) 7-8; DOI: https://doi.org/10.3905/jot.2008.708839

E

  1. Earl, John H.

    1. Calculating the VIX in Excel
      Tom Arnold and John H. Earl
      The Journal of Trading Summer 2008, 3 (3) 39-45; DOI: https://doi.org/10.3905/jot.2008.708835

H

  1. Hooper, Marcus

    1. The Limits of Liquidity
      Marcus Hooper and Robert A. Schwartz
      The Journal of Trading Summer 2008, 3 (3) 15-19; DOI: https://doi.org/10.3905/jot.2008.708832

J

  1. Johnson, Richard

    1. Managing Risks and Avoiding Pitfalls when Interacting with Non-Displayed Liquidity
      Richard Johnson
      The Journal of Trading Summer 2008, 3 (3) 34-38; DOI: https://doi.org/10.3905/jot.2008.708834

L

  1. Lucarelli, Caterina

    1. A Cross-Country Model for the Influence of the Pre-Trade Transparency on Market Liquidity and Price Volatility
      Caterina Lucarelli, Camilla Mazzoli and Giulio Palomba
      The Journal of Trading Summer 2008, 3 (3) 60-75; DOI: https://doi.org/10.3905/jot.2008.708837

M

  1. Mazzoli, Camilla

    1. A Cross-Country Model for the Influence of the Pre-Trade Transparency on Market Liquidity and Price Volatility
      Caterina Lucarelli, Camilla Mazzoli and Giulio Palomba
      The Journal of Trading Summer 2008, 3 (3) 60-75; DOI: https://doi.org/10.3905/jot.2008.708837

  2. Mittal, Hitesh

    1. Are You Playing in a Toxic Dark Pool?
      Hitesh Mittal
      The Journal of Trading Summer 2008, 3 (3) 20-33; DOI: https://doi.org/10.3905/jot.2008.708833

  3. Moffett, Clay M.

    1. The Naked Truth
      Robert Brooks and Clay M. Moffett
      The Journal of Trading Summer 2008, 3 (3) 46-59; DOI: https://doi.org/10.3905/jot.2008.708836

P

  1. Palomba, Giulio

    1. A Cross-Country Model for the Influence of the Pre-Trade Transparency on Market Liquidity and Price Volatility
      Caterina Lucarelli, Camilla Mazzoli and Giulio Palomba
      The Journal of Trading Summer 2008, 3 (3) 60-75; DOI: https://doi.org/10.3905/jot.2008.708837

S

  1. Schwartz, Robert A.

    1. The Limits of Liquidity
      Marcus Hooper and Robert A. Schwartz
      The Journal of Trading Summer 2008, 3 (3) 15-19; DOI: https://doi.org/10.3905/jot.2008.708832

W

  1. Wagner, Wayne H.

    1. The Incredible Story of Transaction Cost Management
      Wayne H. Wagner
      The Journal of Trading Summer 2008, 3 (3) 8-14; DOI: https://doi.org/10.3905/jot.2008.708831
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Trading
Vol. 3, Issue 3
Summer 2008