Index by author

Fall 2010; Volume 5,Issue 4

A

  1. Arora, Bani

    1. 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

B

  1. Bennett, Jay

    1. 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

  2. Blau, Benjamin M

    1. 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

  3. Bruce, Brian R.

    1. 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

C

  1. Colon, John

    1. 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

F

  1. Feng, John

    1. 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

G

  1. Garvey, Ryan

    1. 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

  2. Gomes, Carla

    1. 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

  3. Goodfellow, Christiane

    1. 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

H

  1. Hoffman, Joseph

    1. 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

K

  1. Kearns, Michael

    1. 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

  2. Kulesza, Alex

    1. 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

L

  1. Larson, Ryan

    1. 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

  2. Laubie, Andrew

    1. 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

  3. Litwin, Jennifer

    1. 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

M

  1. Murphy, Aran

    1. 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

N

  1. Nevmyvaka, Yuriy

    1. 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

S

  1. Schiereck, Dirk

    1. 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

V

  1. Van Ness, Bonnie F.

    1. 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

  2. Van Ness, Robert A.

    1. 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

  3. Verrier, Tatjana

    1. 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

W

  1. Waelbroeck, Henri

    1. 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

  2. Wood, Robert A.

    1. 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

  3. Wu, Fei

    1. 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
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In this issue

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