Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R Bruce

  The Journal of Trading Winter 2010, 5 (1) 1; DOI: https://doi.org/10.3905/JOT.2010.5.1.001
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  The Value of Liquidity

  Chris Sparrow and Denis Ilijanic

  The Journal of Trading Winter 2010, 5 (1) 10-15; DOI: https://doi.org/10.3905/JOT.2010.5.1.010
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  Adverse Selection vs. Opportunistic Savings in Dark Aggregators

  Serhan Altunata, Dmitry Rakhlin and Henri Waelbroeck

  The Journal of Trading Winter 2010, 5 (1) 16-28; DOI: https://doi.org/10.3905/JOT.2010.5.1.016
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  Bringing Intelligent Decision-Making to Order Routing

  Dhiren Rawal

  The Journal of Trading Winter 2010, 5 (1) 30-34; DOI: https://doi.org/10.3905/JOT.2010.5.1.030
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  Efficient Market Hypothesis in Modern Day Equity Secondary Markets: Are Dark Pools a Reflection or Refraction of Wider European Equity Market Structure?

  Stuart Baden Powell

  The Journal of Trading Winter 2010, 5 (1) 35-39; DOI: https://doi.org/10.3905/JOT.2010.5.1.035
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  Fairness in Trading: A Microeconomic Interpretation

  Stephen Satchell and Bernd Scherer

  The Journal of Trading Winter 2010, 5 (1) 40-47; DOI: https://doi.org/10.3905/JOT.2010.5.1.040
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  A Profit Model for Spread Trading with an Application to Energy Futures

  Takashi Kanamura, Svetlozar T Rachev and Frank J Fabozzi

  The Journal of Trading Winter 2010, 5 (1) 48-62; DOI: https://doi.org/10.3905/JOT.2010.5.1.048
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  Toward “Best Settlement”: Thinking Beyond Execution

  John Bird and Colby Payne

  The Journal of Trading Winter 2010, 5 (1) 63-65; DOI: https://doi.org/10.3905/JOT.2010.5.1.063
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  Transaction Costs, Trading Volume and Momentum Strategies

  Xiafei Li, Chris Brooks and Joëlle Miffre

  The Journal of Trading Winter 2010, 5 (1) 66-81; DOI: https://doi.org/10.3905/JOT.2010.5.1.066