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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Table of Contents

Fall 2010; Volume 5,Issue 4

Article

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Trading Fall 2010, 5 (4) 2; DOI: https://doi.org/10.3905/jot.2010.5.4.002
  • You have access
    Ten Questions Every Institution Should Ask Their Dark Pool Providers
    Jay Bennett, John Colon, John Feng and Jennifer Litwin
    The Journal of Trading Fall 2010, 5 (4) 10-13; DOI: https://doi.org/10.3905/jot.2010.5.4.010
  • You have access
    Short Selling during Extreme Market Movements
    Benjamin M Blau, Bonnie F. Van Ness, Robert A. Van Ness and Robert A. Wood
    The Journal of Trading Fall 2010, 5 (4) 14-27; DOI: https://doi.org/10.3905/jot.2010.5.4.014
  • You have access
    Transaction Cost Analysis to Optimize Trading Strategies
    Carla Gomes and Henri Waelbroeck
    The Journal of Trading Fall 2010, 5 (4) 29-38; DOI: https://doi.org/10.3905/jot.2010.5.4.029
  • You have access
    Collateral Management: Aligning FX Risks with the Right
    Risk Management
    Aran Murphy and Joseph Hoffman
    The Journal of Trading Fall 2010, 5 (4) 40-44; DOI: https://doi.org/10.3905/jot.2010.5.4.040
  • You have access
    Best Execution: Defining Best Execution in an Increasingly Complex Trading Environment
    Ryan Larson
    The Journal of Trading Fall 2010, 5 (4) 46-49; DOI: https://doi.org/10.3905/jot.2010.5.4.046
  • You have access
    Empirical Limitations on High-Frequency Trading Profitability
    Michael Kearns, Alex Kulesza and Yuriy Nevmyvaka
    The Journal of Trading Fall 2010, 5 (4) 50-62; DOI: https://doi.org/10.3905/jot.2010.5.4.050
  • You have access
    VIX Calculation Methodology: Mystifying or Mathematically Convoluted?
    Bani Arora
    The Journal of Trading Fall 2010, 5 (4) 63-64; DOI: https://doi.org/10.3905/jot.2010.5.4.063
  • You have access
    When Should You Trade?
    Ryan Garvey and Fei Wu
    The Journal of Trading Fall 2010, 5 (4) 65-77; DOI: https://doi.org/10.3905/jot.2010.5.4.065
  • You have access
    How Do Trading Costs Vary Across the Day? A Note on the Innovative XLM Measure for Small Caps at the Frankfurt
    Stock Exchange
    Christiane Goodfellow, Dirk Schiereck and Tatjana Verrier
    The Journal of Trading Fall 2010, 5 (4) 78-87; DOI: https://doi.org/10.3905/jot.2010.5.4.078
  • You have access
    Innovative Option Combinations: Enhancing the Straddle
    Andrew Laubie
    The Journal of Trading Fall 2010, 5 (4) 88-97; DOI: https://doi.org/10.3905/jot.2010.5.4.088
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In this issue

The Journal of Trading: 5 (4)
The Journal of Trading
Vol. 5, Issue 4
Fall 2010
  • Table of Contents
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