The Journal of Trading: 7 (1)

The Journal of Trading

Winter 2012; Volume 7,Issue 1

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

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