Table of Contents

Fall 2014; Volume 9,Issue 4

A

  1. Abergel, Frédéric

    1. Understanding the Stakes of High-Frequency Trading
      Frédéric Abergel, Charles-Albert Lehalle and Mathieu Rosenbaum
      The Journal of Trading Fall 2014, 9 (4) 49-73; DOI: https://doi.org/10.3905/jot.2014.9.4.049

  2. Alparslan, Denizhan

    1. Ex Post Price Impact Modeling: Challenges and Opportunities
      Denizhan Alparslan, Milan Borkovec and Konstantin Tyurin
      The Journal of Trading Fall 2014, 9 (4) 91-99; DOI: https://doi.org/10.3905/jot.2014.9.4.091

B

  1. Borkovec, Milan

    1. Ex Post Price Impact Modeling: Challenges and Opportunities
      Denizhan Alparslan, Milan Borkovec and Konstantin Tyurin
      The Journal of Trading Fall 2014, 9 (4) 91-99; DOI: https://doi.org/10.3905/jot.2014.9.4.091

  2. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Trading Fall 2014, 9 (4) 1; DOI: https://doi.org/10.3905/jot.2014.9.4.001

C

  1. Criscuolo, Adriana M.

    1. Effect of Volatility Fluctuations on Optimal Execution Schedules
      Adriana M. Criscuolo and Henri Waelbroeck
      The Journal of Trading Fall 2014, 9 (4) 82-90; DOI: https://doi.org/10.3905/jot.2014.9.4.082

D

  1. deB. Harris, Frederick H.

    1. Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1
      Frederick H. deB. Harris, Thomas H. McInish, Frank J. Sensenbrenner and Robert A. Wood
      The Journal of Trading Fall 2014, 9 (4) 6-36; DOI: https://doi.org/10.3905/jot.2014.9.4.006

I

  1. Inui, Koji

    1. Does High-Speed Trading Enhance Market Efficiency? Empirical Analysis
      on “Arrowhead” of the Tokyo Stock Exchange
      Shinichi Nagata and Koji Inui
      The Journal of Trading Fall 2014, 9 (4) 37-47; DOI: https://doi.org/10.3905/jot.2014.9.4.037

L

  1. Lehalle, Charles-Albert

    1. Understanding the Stakes of High-Frequency Trading
      Frédéric Abergel, Charles-Albert Lehalle and Mathieu Rosenbaum
      The Journal of Trading Fall 2014, 9 (4) 49-73; DOI: https://doi.org/10.3905/jot.2014.9.4.049

M

  1. McInish, Thomas H.

    1. Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1
      Frederick H. deB. Harris, Thomas H. McInish, Frank J. Sensenbrenner and Robert A. Wood
      The Journal of Trading Fall 2014, 9 (4) 6-36; DOI: https://doi.org/10.3905/jot.2014.9.4.006

N

  1. Nagata, Shinichi

    1. Does High-Speed Trading Enhance Market Efficiency? Empirical Analysis
      on “Arrowhead” of the Tokyo Stock Exchange
      Shinichi Nagata and Koji Inui
      The Journal of Trading Fall 2014, 9 (4) 37-47; DOI: https://doi.org/10.3905/jot.2014.9.4.037

R

  1. Register, Chip

    1. Both Calamity and Catalyst: Reflections on This Centennial Moment
      in Financial Services
      Chip Register
      The Journal of Trading Fall 2014, 9 (4) 75-81; DOI: https://doi.org/10.3905/jot.2014.9.4.075

  2. Rosenbaum, Mathieu

    1. Understanding the Stakes of High-Frequency Trading
      Frédéric Abergel, Charles-Albert Lehalle and Mathieu Rosenbaum
      The Journal of Trading Fall 2014, 9 (4) 49-73; DOI: https://doi.org/10.3905/jot.2014.9.4.049

S

  1. Sensenbrenner, Frank J.

    1. Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1
      Frederick H. deB. Harris, Thomas H. McInish, Frank J. Sensenbrenner and Robert A. Wood
      The Journal of Trading Fall 2014, 9 (4) 6-36; DOI: https://doi.org/10.3905/jot.2014.9.4.006

T

  1. Tooth, Sarah Marietta

    1. On the Efficacy of Stop-Loss Strategies
      Sarah Marietta Tooth
      The Journal of Trading Fall 2014, 9 (4) 100-107; DOI: https://doi.org/10.3905/jot.2014.9.4.100

  2. Tyurin, Konstantin

    1. Ex Post Price Impact Modeling: Challenges and Opportunities
      Denizhan Alparslan, Milan Borkovec and Konstantin Tyurin
      The Journal of Trading Fall 2014, 9 (4) 91-99; DOI: https://doi.org/10.3905/jot.2014.9.4.091

W

  1. Waelbroeck, Henri

    1. Effect of Volatility Fluctuations on Optimal Execution Schedules
      Adriana M. Criscuolo and Henri Waelbroeck
      The Journal of Trading Fall 2014, 9 (4) 82-90; DOI: https://doi.org/10.3905/jot.2014.9.4.082

  2. Wood, Robert A.

    1. Fragmentation and Price Discovery: A Comparison of Reg NMS and MiFID1
      Frederick H. deB. Harris, Thomas H. McInish, Frank J. Sensenbrenner and Robert A. Wood
      The Journal of Trading Fall 2014, 9 (4) 6-36; DOI: https://doi.org/10.3905/jot.2014.9.4.006
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The Journal of Trading: 9 (4)
The Journal of Trading
Vol. 9, Issue 4
Fall 2014