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The Journal of Trading
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The Journal of Trading

The Journal of Trading

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Table of Contents

Fall 2012; Volume 7,Issue 4
  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Trading Fall 2012, 7 (4) 1; DOI: https://doi.org/10.3905/jot.2012.7.4.001
  • You have access
    European Market Quality Pre-/Post-MiFID: A Panel Discussion of Metrics for Market Integrity and Efficiency
    Harris Frederick H. deB and Elisa Maree DiMarco
    The Journal of Trading Fall 2012, 7 (4) 7-26; DOI: https://doi.org/10.3905/jot.2012.7.4.007
  • You have access
    Intraday Volatility Models: Methods to Improve Real-Time Forecasts
    Robert Kissell
    The Journal of Trading Fall 2012, 7 (4) 27-34; DOI: https://doi.org/10.3905/jot.2012.7.4.027
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    Do Short Sellers Trade in Anticipation of Short Interest Announcements?
    Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
    The Journal of Trading Fall 2012, 7 (4) 35-46; DOI: https://doi.org/10.3905/jot.2012.7.4.035
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    Trade Cost: Handicapping on PAR
    Vlad Rashkovich and Arun Verma
    The Journal of Trading Fall 2012, 7 (4) 47-54; DOI: https://doi.org/10.3905/jot.2012.7.4.047
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    Dynamic Density Estimation of Market Microstructure Variables
    via Auxiliary Particle Filtering
    Daniel Nehren, David Fellah, Jesus Ruiz-Mata and Yichen Qin
    The Journal of Trading Fall 2012, 7 (4) 55-64; DOI: https://doi.org/10.3905/jot.2012.7.4.055
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    Evolution of Advanced Trading Technologies in India
    Arin Ray
    The Journal of Trading Fall 2012, 7 (4) 65-67; DOI: https://doi.org/10.3905/jot.2012.7.4.065
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    Time Lags in Processing Market-Sensitive Information:
    A Case Study
    Alessandro Innocenti, Pier Malpenga, Lorenzo Menconi and Alessandro Santoni
    The Journal of Trading Fall 2012, 7 (4) 68-77; DOI: https://doi.org/10.3905/jot.2012.7.4.068
  • You have access
    Algorithmic, Electronic, and Automated Trading
    Ayub Hanif and Robert Elliott Smith
    The Journal of Trading Fall 2012, 7 (4) 78-86; DOI: https://doi.org/10.3905/jot.2012.7.4.078
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In this issue

The Journal of Trading: 7 (4)
The Journal of Trading
Vol. 7, Issue 4
Fall 2012
  • Table of Contents
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