Index by author

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Summer 2014, 9 (3) 1; DOI: https://doi.org/10.3905/jot.2014.9.3.001
• You have access

  What Makes an Exchange a Unique Institution?
  A Commentary

  Ian Domowitz

  The Journal of Trading Summer 2014, 9 (3) 8-11; DOI: https://doi.org/10.3905/jot.2014.9.3.008
• You have access

  What Makes an Exchange a Unique Institution?
  A Response to Ian Domowitz

  Robert A. Schwartz, John Aidan Byrne and Andrew M. Brooks

  The Journal of Trading Summer 2014, 9 (3) 12-14; DOI: https://doi.org/10.3905/jot.2014.9.3.012
• You have access

  Predicting Intraday Trading Volume
  and Volume Percentages

  Venkatesh Satish, Abhay Saxena and Max Palmer

  The Journal of Trading Summer 2014, 9 (3) 15-25; DOI: https://doi.org/10.3905/jot.2014.9.3.015
• You have access

  Constant Impact Strategy

  Vladimir Markov

  The Journal of Trading Summer 2014, 9 (3) 26-33; DOI: https://doi.org/10.3905/jot.2014.9.3.026
• You have access

  Intermittency in Stock Market Dynamics

  A. Ozun, Y.F. Contoyiannis, F.K. Diakonos, M. Hanias and L. Magafas

  The Journal of Trading Summer 2014, 9 (3) 34-41; DOI: https://doi.org/10.3905/jot.2014.9.3.034
• You have access

  Dynamic Multi-Factor Bid–Offer Adjustment Model:
  A Feedback Mechanism for Dealers (Market Makers)
  to Deal (Grapple) with the Uncertainty Principle of the Social Sciences

  Ravi Kashyap

  The Journal of Trading Summer 2014, 9 (3) 42-55; DOI: https://doi.org/10.3905/jot.2014.9.3.042
• You have access

  A Practical Approach to Liquidity Calculation

  Oleh Danyliv, Bruce Bland and Daniel Nicholass

  The Journal of Trading Summer 2014, 9 (3) 57-65; DOI: https://doi.org/10.3905/jot.2014.9.3.057
• You have access

  Challenges for the European ETF Market

  Michael John Lytle

  The Journal of Trading Summer 2014, 9 (3) 66-67; DOI: https://doi.org/10.3905/jot.2014.9.3.066
• You have access

  An Intertemporal Study of ETF Liquidity
  and Underlying Factor Transition, 2009–2014

  Pankaj Agrrawal, John M. Clark, Rajat Agarwal and Jivendra K. Kale

  The Journal of Trading Summer 2014, 9 (3) 69-78; DOI: https://doi.org/10.3905/jot.2014.9.3.069
• You have access

  Measuring the Liquidity of ETFs:
  An Application to the European Market

  Thierry Roncalli and Ban Zheng

  The Journal of Trading Summer 2014, 9 (3) 79-108; DOI: https://doi.org/10.3905/jot.2014.9.3.079
• You have access

  Seeking Optimal ETF Execution
  in Electronic Markets

  Kiran Pingali, Jingle Liu, Sanghyun Park and Michael Baradas

  The Journal of Trading Summer 2014, 9 (3) 109-119; DOI: https://doi.org/10.3905/jot.2014.9.3.109