The Journal of Trading: 7 (2)

The Journal of Trading

Spring 2012; Volume 7,Issue 2

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Trading Spring 2012, 7 (2) 1; DOI: https://doi.org/10.3905/jot.2012.7.2.001
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Federal Market Information Technology in the Post–Flash
Crash Era: Roles for Supercomputing
E. Wes Bethel, David Leinweber, Oliver Rübel and Kesheng Wu

The Journal of Trading Spring 2012, 7 (2) 9-25; DOI: https://doi.org/10.3905/jot.2012.7.2.009
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Electronic Markets and Trading Algorithms
Sunil Wahal

The Journal of Trading Spring 2012, 7 (2) 26-36; DOI: https://doi.org/10.3905/jot.2012.7.2.026
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Price-Pattern Recognition Using a Local Polynomial
Regression
Sheng-Yang Wang and Guoyi Zhang

The Journal of Trading Spring 2012, 7 (2) 37-43; DOI: https://doi.org/10.3905/jot.2012.7.2.037
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The Failure of Continuous Markets
Chris Sparrow

The Journal of Trading Spring 2012, 7 (2) 44-47; DOI: https://doi.org/10.3905/jot.2012.7.2.044
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Optimal Execution and Alpha Capture
Adriana M. Criscuolo and Henri Waelbroeck

The Journal of Trading Spring 2012, 7 (2) 48-56; DOI: https://doi.org/10.3905/jot.2012.7.2.048
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Whole-Distribution Statistical Process Control in High-Frequency Trading
Ricky A. Cooper and Ben Van Vliet

The Journal of Trading Spring 2012, 7 (2) 57-68; DOI: https://doi.org/10.3905/jot.2012.7.2.057
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Dark Pool DNA: Improving Dark Pool Assessment
Ben Polidore

The Journal of Trading Spring 2012, 7 (2) 69-74; DOI: https://doi.org/10.3905/jot.2012.7.2.069
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Can High-Frequency Traders Game Futures?
Irene Aldridge

The Journal of Trading Spring 2012, 7 (2) 75-82; DOI: https://doi.org/10.3905/jot.2012.7.2.075
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Intraday Effects around Directors’ Dealings: Disclosures in
Germany and the United Kingdom
Kaspar Dardas

The Journal of Trading Spring 2012, 7 (2) 83-105; DOI: https://doi.org/10.3905/jot.2012.7.2.083

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