The Journal of Trading: 5 (2)

The Journal of Trading

Spring 2010; Volume 5,Issue 2

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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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

Main menu

User menu

Search

The Journal of Trading

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected