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Volume 11; Issue 2
Main
The Journal of Trading
Volume 11; Issue 2
The Journal of Trading
Volume 11; Issue 2
1
Liquidity— How to Capture a Multidimensional Beast
Sommer, Philip
,
Pasquali, Stefano
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 1.56 MB
Your tags:
english, 2016
2
Momentum Strategies: Comparison of Programming Language Performance
Ceccon, Francesco
,
Thukral, Lovjit
,
Vergel Eleuterio, Pedro
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 412 KB
Your tags:
english, 2016
3
A New Approach to Stock Market Execution
Lewis, Rebecca
,
McPartland, John
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 84 KB
Your tags:
english, 2016
4
Using Fundamental Earnings Factors to Forecast Equity Market Volatility
Mozes, Haim A
,
Steffens, John Launny
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 634 KB
Your tags:
english, 2016
5
An Application of Transaction Cost in the Portfolio Optimization Process
Chung, Grace
,
Kissell, Robert
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 1.31 MB
Your tags:
english, 2016
6
A Better Way to Trade Small Caps: The Power of Volume Volatility in Algorithm Design
Polidore, Benjamin
,
jiang, lin
,
Li, Yichu
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 1.14 MB
Your tags:
english, 2016
7
The Impact of High-Frequency Trading on Market Volatility
Virgilio, Gianluca
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 378 KB
Your tags:
english, 2016
8
Beyond the Flash Crash: Systemic Risk, Reliability, and High Frequency Financial Markets
Kumiega, Andrew
,
Sterijevski, Greg
,
Van Vliet, Ben
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 1.20 MB
Your tags:
english, 2016
9
Editor’s Letter
Bruce, Brian R.
Journal:
The Journal of Trading
Year:
2016
Language:
english
File:
PDF, 36 KB
Your tags:
english, 2016
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