Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R Bruce

  The Journal of Trading Spring 2010, 5 (2) 1; DOI: https://doi.org/10.3905/JOT.2010.5.2.001
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  What Is a Quote?

  Maureen O’Hara

  The Journal of Trading Spring 2010, 5 (2) 10-16; DOI: https://doi.org/10.3905/JOT.2010.5.2.010
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  Dark Pools, Fragmented Markets, and the Quality of Price Discovery

  Robert A Schwartz

  The Journal of Trading Spring 2010, 5 (2) 17-22; DOI: https://doi.org/10.3905/JOT.2010.5.2.017
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  Estimation of Performance and Execution Time Effect on High-Frequency Statistical Arbitrage Strategies

  Ivilina Popova and Elmira Popova

  The Journal of Trading Spring 2010, 5 (2) 23-30; DOI: https://doi.org/10.3905/JOT.2010.5.2.023
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  Algos Gone Wild: Risk in the World of Automated Trading Strategies

  Bernard S. Donefer

  The Journal of Trading Spring 2010, 5 (2) 31-34; DOI: https://doi.org/10.3905/JOT.2010.5.2.031
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  Loosening Your Collar: Alternative Implementations of QQQ Collars

  Edward Szado and Thomas Schneeweis

  The Journal of Trading Spring 2010, 5 (2) 35-56; DOI: https://doi.org/10.3905/JOT.2010.5.2.035
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  Building and Evaluating a Transaction Cost Model: A Primer

  Milan Borkovec and Hans G Heidle

  The Journal of Trading Spring 2010, 5 (2) 57-77; DOI: https://doi.org/10.3905/JOT.2010.5.2.057
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  The Cross Section of Trading Activity in the Over-the-Counter Market for Corporate Bonds

  Melissa Woodley

  The Journal of Trading Spring 2010, 5 (2) 78-91; DOI: https://doi.org/10.3905/JOT.2010.5.2.078
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  Implicit Trading Costs, Divergence of Opinion, and Short-Selling Constraints in the Limit Book Order Market

  Anh H Nguyen, Huu N Duong, Petko S Kalev and Natalie Y Oh

  The Journal of Trading Spring 2010, 5 (2) 92-101; DOI: https://doi.org/10.3905/JOT.2010.5.2.092
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  The Effect of Political Party Combinations on Stock Returns

  Ray R Sturm

  The Journal of Trading Spring 2010, 5 (2) 102-109; DOI: https://doi.org/10.3905/JOT.2010.5.2.102