Skip to main content

Main menu

  • Home
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About the JOT
    • Editorial Board
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Trading
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Trading

The Journal of Trading

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About the JOT
    • Editorial Board
  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

Trading around the Close

Jeff Bacidore, Ben Polidore, Wenjie Xu and Cindy Y. Yang
The Journal of Trading Winter 2013, 8 (1) 48-57; DOI: https://doi.org/10.3905/jot.2012.8.1.048
Jeff Bacidore
is the managing director and head of Algorithmic Trading at ITG in New York, NY.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: jeff.bacidore@itg.com
Ben Polidore
is a director of Algorithmic Trading at ITG in New York, NY.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: ben.polidore@itg.com
Wenjie Xu
is a quantitative analyst in Algorithmic Trading for ITG in New York, NY.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: Wenjie.xu@itg.com
Cindy Y. Yang
is a quantitative analyst in Algorithmic Trading for ITG in New York, NY.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: yu.yang@itg.com
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Article Information

vol. 8 no. 1 48-57
DOI 
https://doi.org/10.3905/jot.2012.8.1.048

Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online December 31, 2012.

Copyright & Usage 
© 2012 Investment Technology Group, Inc. All rights reserved. Not to be reproduced or retransmitted without permission. 110712-19961.

Author Information

  1. Jeff Bacidore
    1. is the managing director and head of Algorithmic Trading at ITG in New York, NY. (jeff.bacidore{at}itg.com)
  2. Ben Polidore
    1. is a director of Algorithmic Trading at ITG in New York, NY. (ben.polidore{at}itg.com)
  3. Wenjie Xu
    1. is a quantitative analyst in Algorithmic Trading for ITG in New York, NY. (Wenjie.xu{at}itg.com)
  4. Cindy Y. Yang
    1. is a quantitative analyst in Algorithmic Trading for ITG in New York, NY. (yu.yang{at}itg.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
View Full Text
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Trading: 8 (1)
The Journal of Trading
Vol. 8, Issue 1
Winter 2013
  • Table of Contents
  • Index by author
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Trading.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Trading around the Close
(Your Name) has sent you a message from The Journal of Trading
(Your Name) thought you would like to see the The Journal of Trading web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Trading around the Close
Jeff Bacidore, Ben Polidore, Wenjie Xu, Cindy Y. Yang
The Journal of Trading Dec 2012, 8 (1) 48-57; DOI: 10.3905/jot.2012.8.1.048

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Trading around the Close
Jeff Bacidore, Ben Polidore, Wenjie Xu, Cindy Y. Yang
The Journal of Trading Dec 2012, 8 (1) 48-57; DOI: 10.3905/jot.2012.8.1.048
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • NYSE & NASDAQ CLOSE AUCTION MECHANICS
    • AN EMPIRICAL STUDY OF THE CLOSE
    • IMPACT OF IMBALANCES ON PRICES
    • TRADING STRATEGY IMPLICATIONS: REBALANCE TRADES VERSUS FLOW TRADES
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow PMR on LinkedIn
  • Follow PMR on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1559-3967 | E-ISSN: 2168-8427

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies