Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R Bruce

  The Journal of Trading Fall 2009, 4 (4) 1; DOI: https://doi.org/10.3905/JOT.2009.4.4.001
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  Order Handling of Institutional Investors

  Peter Gomber, Bartholomäus Ende and Markus Gsell

  The Journal of Trading Fall 2009, 4 (4) 10-31; DOI: https://doi.org/10.3905/JOT.2009.4.4.010
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  Are You Better Off Trading Blocks in Volatile Markets? Yes

  Chris Sparrow

  The Journal of Trading Fall 2009, 4 (4) 33-36; DOI: https://doi.org/10.3905/JOT.2009.4.4.033
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  Distributional Properties and Deviations of Transaction Sizes in U.S. Equities

  Champike Attanayake

  The Journal of Trading Fall 2009, 4 (4) 37-40; DOI: https://doi.org/10.3905/JOT.2009.4.4.037
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  Changes in Price and Trading Volume: Bull vs. Bear Markets

  Ki C Han, Suk Hun Lee and David Y Suk

  The Journal of Trading Fall 2009, 4 (4) 41-49; DOI: https://doi.org/10.3905/JOT.2009.4.4.041
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  Grading Broker Algorithms

  Leslie Boni

  The Journal of Trading Fall 2009, 4 (4) 50-61; DOI: https://doi.org/10.3905/JOT.2009.4.4.050
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  Simulation of Execution Costs in the Global Institutional Spot FX Market

  Anatoly B Schmidt

  The Journal of Trading Fall 2009, 4 (4) 62-68; DOI: https://doi.org/10.3905/JOT.2009.4.4.062
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  Measuring Bond Market Liquidity: Devising A Composite Aggregate Liquidity Score

  Moorad Choudhry

  The Journal of Trading Fall 2009, 4 (4) 69-89; DOI: https://doi.org/10.3905/JOT.2009.4.4.069