The Journal of Trading: 4 (4)

The Journal of Trading

Fall 2009; Volume 4,Issue 4

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