The Journal of Trading: 7 (4)

The Journal of Trading

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
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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

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