The Journal of Trading: 9 (3)

The Journal of Trading

Summer 2014; Volume 9,Issue 3

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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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

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