The Journal of Trading: 8 (3)

The Journal of Trading

Summer 2013; Volume 8,Issue 3

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

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