Table of Contents

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
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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