Table of Contents

Summer 2010; Volume 5,Issue 3

B

  1. Bilson, John F.O.

    1. Trading Model Uncertainty and Statistical Process Control
      John F.O. Bilson, Andrew Kumiega and Ben Van Vliet
      The Journal of Trading Summer 2010, 5 (3) 39-50; DOI: https://doi.org/10.3905/jot.2010.5.3.039

  2. Bowen, David

    1. High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns
      David Bowen, Mark C. Hutchinson and Niall O’Sullivan
      The Journal of Trading Summer 2010, 5 (3) 31-38; DOI: https://doi.org/10.3905/jot.2010.5.3.031

  3. Brandes, Yossi

    1. Alternative Trading Systems in Europe: Trading Performance by European Venues Post-MiFID
      Yossi Brandes and Ian Domowitz
      The Journal of Trading Summer 2010, 5 (3) 17-30; DOI: https://doi.org/10.3905/jot.2010.5.3.017

  4. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Trading Summer 2010, 5 (3) 2; DOI: https://doi.org/10.3905/jot.2010.5.3.002

D

  1. Dey, Malay K.

    1. Is Information Risk Really a Determinant of Security Returns? Evidence from TORQ
      Malay K. Dey
      The Journal of Trading Summer 2010, 5 (3) 51-58; DOI: https://doi.org/10.3905/jot.2010.5.3.051

  2. Domowitz, Ian

    1. Alternative Trading Systems in Europe: Trading Performance by European Venues Post-MiFID
      Yossi Brandes and Ian Domowitz
      The Journal of Trading Summer 2010, 5 (3) 17-30; DOI: https://doi.org/10.3905/jot.2010.5.3.017

H

  1. Hood, Rory

    1. Developments in Insider Trading: Lessons from Recent SEC Enforcement Failures and Successes
      Ted Kamman and Rory Hood
      The Journal of Trading Summer 2010, 5 (3) 59-67; DOI: https://doi.org/10.3905/jot.2010.5.3.059

  2. Hutchinson, Mark C.

    1. High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns
      David Bowen, Mark C. Hutchinson and Niall O’Sullivan
      The Journal of Trading Summer 2010, 5 (3) 31-38; DOI: https://doi.org/10.3905/jot.2010.5.3.031

K

  1. Kamman, Ted

    1. Developments in Insider Trading: Lessons from Recent SEC Enforcement Failures and Successes
      Ted Kamman and Rory Hood
      The Journal of Trading Summer 2010, 5 (3) 59-67; DOI: https://doi.org/10.3905/jot.2010.5.3.059

  2. Kumiega, Andrew

    1. Trading Model Uncertainty and Statistical Process Control
      John F.O. Bilson, Andrew Kumiega and Ben Van Vliet
      The Journal of Trading Summer 2010, 5 (3) 39-50; DOI: https://doi.org/10.3905/jot.2010.5.3.039

M

  1. Marques, Jose

    1. Structural and Market Efficacy Implications of the Short-Sell Ban in Europe
      Jose Marques and Mainak Sarkar
      The Journal of Trading Summer 2010, 5 (3) 10-16; DOI: https://doi.org/10.3905/jot.2010.5.3.010

  2. Maslov, Aleksey

    1. Effects of Proposed Regulations on Demand for Technology in Finance
      Aleksey Maslov
      The Journal of Trading Summer 2010, 5 (3) 78-81; DOI: https://doi.org/10.3905/jot.2010.5.3.078

O

  1. O’Sullivan, Niall

    1. High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns
      David Bowen, Mark C. Hutchinson and Niall O’Sullivan
      The Journal of Trading Summer 2010, 5 (3) 31-38; DOI: https://doi.org/10.3905/jot.2010.5.3.031

S

  1. Sarkar, Mainak

    1. Structural and Market Efficacy Implications of the Short-Sell Ban in Europe
      Jose Marques and Mainak Sarkar
      The Journal of Trading Summer 2010, 5 (3) 10-16; DOI: https://doi.org/10.3905/jot.2010.5.3.010

  2. Schmidt, Anatoly B.

    1. Optimal Execution in the Global FX Market
      Anatoly B. Schmidt
      The Journal of Trading Summer 2010, 5 (3) 68-77; DOI: https://doi.org/10.3905/jot.2010.5.3.068

V

  1. Van Vliet, Ben

    1. Trading Model Uncertainty and Statistical Process Control
      John F.O. Bilson, Andrew Kumiega and Ben Van Vliet
      The Journal of Trading Summer 2010, 5 (3) 39-50; DOI: https://doi.org/10.3905/jot.2010.5.3.039
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Trading: 5 (3)
The Journal of Trading
Vol. 5, Issue 3
Summer 2010