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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Table of Contents

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
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In this issue

The Journal of Trading: 4 (4)
The Journal of Trading
Vol. 4, Issue 4
Fall 2009
  • Table of Contents
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