Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Summer 2013, 8 (3) 1; DOI: https://doi.org/10.3905/jot.2013.8.3.001
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  Do Opening Stock Prices Contain
  Information Content?

  Harlan Platt and Licheng Cai

  The Journal of Trading Summer 2013, 8 (3) 8-14; DOI: https://doi.org/10.3905/jot.2013.8.3.008
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  Block-Crossing Networks and The Value of
  Natural Liquidity

  Vladimir Markov and Tito Ingargiola

  The Journal of Trading Summer 2013, 8 (3) 16-39; DOI: https://doi.org/10.3905/jot.2013.8.3.016
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  A Practical Real Options Approach to Valuing
  High-Frequency Trading System R&D Projects

  Andrew Kumiega and Ben Van Vliet

  The Journal of Trading Summer 2013, 8 (3) 40-48; DOI: https://doi.org/10.3905/jot.2013.8.3.040
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  The Rise and Fall of the New Jersey
  Stock Exchange

  Ethan Namvar

  The Journal of Trading Summer 2013, 8 (3) 49-56; DOI: https://doi.org/10.3905/jot.2013.8.3.049
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  A Daily Trading Strategy in the
  ETN Space

  Lovjit Thukral, Dean Diavatopoulos, Hélyette Geman and Colby Wright

  The Journal of Trading Summer 2013, 8 (3) 57-67; DOI: https://doi.org/10.3905/jot.2013.8.3.057
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  Prediction of Hidden Liquidity in the
  Limit Order Book of GLOBEX Futures

  Hugh L. Christensen and Robert Woodmansey

  The Journal of Trading Summer 2013, 8 (3) 68-95; DOI: https://doi.org/10.3905/jot.2013.8.3.068
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  When Bonds Fall, Fed Action Determines
  the Collateral Effects

  Jay Feuerstein and Jeffrey Bolduc

  The Journal of Trading Summer 2013, 8 (3) 96-101; DOI: https://doi.org/10.3905/jot.2013.8.3.096
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  The Rationale for AT 9000: An ISO
  9000-Style Quality Management System Standard
  for Automated and Algorithmic Trading

  Ben Van Vliet, Ricky Cooper, Andrew Kumiega and Jim Northey

  The Journal of Trading Summer 2013, 8 (3) 102-106; DOI: https://doi.org/10.3905/jot.2013.8.3.102