The Journal of Trading: 5 (1)

The Journal of Trading

Winter 2010; Volume 5,Issue 1

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

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