Table of Contents

Article

• 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
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  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
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  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
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  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