Index by author

Spring 2012; Volume 7,Issue 2

A

  1. Aldridge, Irene

    1. 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

B

  1. Bethel, E. Wes

    1. 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

  2. Bruce, Brian R.

    1. 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

C

  1. Cooper, Ricky A.

    1. 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

  2. Criscuolo, Adriana M.

    1. 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

D

  1. Dardas, Kaspar

    1. 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

L

  1. Leinweber, David

    1. 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

P

  1. Polidore, Ben

    1. 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

R

  1. Rübel, Oliver

    1. 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

S

  1. Sparrow, Chris

    1. 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

V

  1. Van Vliet, Ben

    1. 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

W

  1. Waelbroeck, Henri

    1. 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

  2. Wahal, Sunil

    1. 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

  3. Wang, Sheng-Yang

    1. 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

  4. Wu, Kesheng

    1. 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

Z

  1. Zhang, Guoyi

    1. 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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In this issue

The Journal of Trading: 7 (2)
The Journal of Trading
Vol. 7, Issue 2
Spring 2012