Index by author

Article

• 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