Index by author

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Spring 2014, 9 (2) 1; DOI: https://doi.org/10.3905/jot.2014.9.2.001
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  Measuring Market Timing: An International
  Examination of Market Timing Conditions

  William F. Johnson and Scott W. Barnhart

  The Journal of Trading Spring 2014, 9 (2) 6-20; DOI: https://doi.org/10.3905/jot.2014.9.2.006
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  Equity Trading Activity and Credit
  Spread Shock

  Vichet Sum

  The Journal of Trading Spring 2014, 9 (2) 21-26; DOI: https://doi.org/10.3905/jot.2014.9.2.021
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  Behavioral Pattern of Emerging Asia Currency
  Option Risk Reversals: An Indicator
  for Foreign Exchange Hedging

  Suresh Ramanathan and Kian Teng

  The Journal of Trading Spring 2014, 9 (2) 27-38; DOI: https://doi.org/10.3905/jot.2014.9.2.027
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  The Cost of the D-Quote

  Jeff Bacidore, Ben Polidore and Wenjie Xu

  The Journal of Trading Spring 2014, 9 (2) 39-42; DOI: https://doi.org/10.3905/jot.2014.9.2.039
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  Optimal Execution Size in Pro-Rata
  Markets

  Irene Aldridge

  The Journal of Trading Spring 2014, 9 (2) 43-50; DOI: https://doi.org/10.3905/jot.2014.9.2.043
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  Marketability Filters in Spread Execution
  Trading Algorithms

  Iaryna Grynkiv, Lada Kyj and Tim Garrett

  The Journal of Trading Spring 2014, 9 (2) 51-58; DOI: https://doi.org/10.3905/jot.2014.9.2.051
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  Big Data, Big Decisions: The Coming
  Change in Technology Investments

  David L. Meitz

  The Journal of Trading Spring 2014, 9 (2) 60-63; DOI: https://doi.org/10.3905/jot.2014.9.2.060
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  Attention: A Better Way to Measure
  SEO Marketing Impact

  Xing Lu, Hunter M. Holzhauer and Jun Wang

  The Journal of Trading Spring 2014, 9 (2) 64-75; DOI: https://doi.org/10.3905/jot.2014.9.2.064
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  The Data Management Invasion

  Louis Lovas

  The Journal of Trading Spring 2014, 9 (2) 76-79; DOI: https://doi.org/10.3905/jot.2014.9.2.076