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The Journal of Trading
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The Journal of Trading

The Journal of Trading

ADVANCED SEARCH: Discover more content by journal, author or time frame

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More articles from Primary Article

  • You have access
    Are Trading Costs Invisible in Trading Decisions?
    Ryan Garvey and Fei Wu
    The Journal of Trading Fall 2008, 3 (4) 51-65; DOI: https://doi.org/10.3905/jot.2008.3.4.51
  • You have access
    History Doesn't Repeat Itself, It Rhymes
    Justin Schack and Joseph Gawronski
    The Journal of Trading Fall 2008, 3 (4) 71-81; DOI: https://doi.org/10.3905/jot.2008.3.4.71
  • You have access
    Market Conditions and Profitability of Proprietary Trading by Futures Floor Traders
    Haiwei Chen
    The Journal of Trading Fall 2008, 3 (4) 14-23; DOI: https://doi.org/10.3905/jot.2008.3.4.14
  • You have access
    Quantifying the SIGMA X Crossing Benefit
    George Sofianos and David Jeria
    The Journal of Trading Fall 2008, 3 (4) 84-91; DOI: https://doi.org/10.3905/jot.2008.3.4.84
  • You have access
    Algorithmic Trading in Turbulent Markets
    Robert Flatley
    The Journal of Trading Fall 2008, 3 (4) 7-13; DOI: https://doi.org/10.3905/jot.2008.3.4.7
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    Demystifying the Relationship between Trading-Level and Portfolio-Level Tracking Error
    Aran Murphy and Reid Hellekson
    The Journal of Trading Fall 2008, 3 (4) 47-50; DOI: https://doi.org/10.3905/jot.2008.3.4.47
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    Dual Traders in Fully Anonymous Stock Markets, Iceberg Orders, and Liqudity Provision
    Dirk Schiereck and Christian Voigt
    The Journal of Trading Fall 2008, 3 (4) 24-46; DOI: https://doi.org/10.3905/jot.2008.3.4.24
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    Simulation of Maker Loss in the Global Inter-Bank FX Market
    Anatoly B. Schmidt
    The Journal of Trading Fall 2008, 3 (4) 66-70; DOI: https://doi.org/10.3905/jot.2008.3.4.66
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    Evaluating Algorithmic Performance
    Marie S. Konstance
    The Journal of Trading Fall 2008, 3 (4) 82-84; DOI: https://doi.org/10.3905/jot.2008.3.4.82
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    The Incredible Story of Transaction Cost Management
    Wayne H. Wagner
    The Journal of Trading Summer 2008, 3 (3) 8-14; DOI: https://doi.org/10.3905/jot.2008.708831

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