Volume 12; Issue 4

The Journal of Trading

Volume 12; Issue 4
1

Algorithmic Trading and Fragmentation

Jain, Archana, Jain, Chinmay, Jiang, Christine X
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.26 MB
english, 2017
2

Deconstructing Execution Cost and Risk

Kyj, Lada, Zheng, Bayao
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.57 MB
english, 2017
3

Editor’s Letter

Bruce, Brian R
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 62 KB
english, 2017
5

DTER and DTTER as High-Frequency Trading Efficiency Ratios

Martins, Carlos Jorge Lenczewski
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.04 MB
english, 2017
6

Detecting Market Cycles Using Inverse-Logic Spectral Analysis

Bondar, Dmytro
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.06 MB
english, 2017
7

Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data

Aquilina, Matteo, Suntheim, Felix
Journal:
The Journal of Trading
Year:
2017
Language:
english
File:
PDF, 1.24 MB
english, 2017