Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Winter 2012, 7 (1) 1; DOI: https://doi.org/10.3905/jot.2012.7.1.001
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  Inside the Opening Auction

  Jeff Bacidore, Kathryn Berkow and James Wong

  The Journal of Trading Winter 2012, 7 (1) 7-14; DOI: https://doi.org/10.3905/jot.2012.7.1.007
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  Market Structure Matters

  Charles Polk and Evan Schulman

  The Journal of Trading Winter 2012, 7 (1) 15-17; DOI: https://doi.org/10.3905/jot.2012.7.1.015
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  Adverse Selection in a High-Frequency Trading Environment

  Milos Agatonovic, Vimal Patel and Chris Sparrow

  The Journal of Trading Winter 2012, 7 (1) 18-33; DOI: https://doi.org/10.3905/jot.2012.7.1.018
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  The Portfolio Role of High-Frequency Hedge Funds

  John B. Abbink

  The Journal of Trading Winter 2012, 7 (1) 34-42; DOI: https://doi.org/10.3905/jot.2012.7.1.034
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  Volatility ETFs and ETNs

  Berlinda Liu and Srikant Dash

  The Journal of Trading Winter 2012, 7 (1) 43-48; DOI: https://doi.org/10.3905/jot.2012.7.1.043
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  Equity Derivatives Standardization: A Critical Element in Curbing Systemic Risk

  Nick Fry

  The Journal of Trading Winter 2012, 7 (1) 49-53; DOI: https://doi.org/10.3905/jot.2012.7.1.049
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  U.S. Market Structure: Is This What We Asked For?

  Ryan Larson

  The Journal of Trading Winter 2012, 7 (1) 54-61; DOI: https://doi.org/10.3905/jot.2012.7.1.054
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  Latency Cost and Information: Does Speed Matter for All Market Participants?

  Ryan Garvey

  The Journal of Trading Winter 2012, 7 (1) 62-73; DOI: https://doi.org/10.3905/jot.2012.7.1.062
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  The Performance Characteristics of Minimum Variance Portfolios

  Mahesh Pritamani, Sean Smith and Aran Murphy

  The Journal of Trading Winter 2012, 7 (1) 74-77; DOI: https://doi.org/10.3905/jot.2012.7.1.074