Currency
- First Steps in Developing High-Frequency Trading ModelsBruce Vanstone and Tobias HahnThe Journal of Trading March 2015, 10 (2) 54-71; DOI: https://doi.org/10.3905/jot.2015.10.2.054
- The Cost of Liquidity in the FX MarketMilan Borkovec, James Cochrane, Ian Domowitz and Christopher EscobarThe Journal of Trading December 2014, 10 (1) 6-19; DOI: https://doi.org/10.3905/jot.2014.10.1.006
- Currency at the Speed of Light: Suitability of the Foreign Exchange Market for High-Frequency TradingMyles E. MangramThe Journal of Trading June 2012, 7 (3) 76-84; DOI: https://doi.org/10.3905/jot.2012.7.3.076
- Do Foreign Exchange Markets Still Trend?Kuntara Pukthuanthong-Le, Richard M. Levich and Lee R. ThomasThe Journal of Portfolio Management October 2007, 34 (1) 114-118; DOI: https://doi.org/10.3905/jpm.2007.698040
- Currency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management December 2020, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
- The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market InfrastructureWarren PenningtonThe Journal of Index Investing August 2018, 9 (2) 27-33; DOI: https://doi.org/10.3905/jii.2018.9.2.027
- Day-of-the-Month Effects in the Performance of
Momentum Trading Strategies in the Foreign
Exchange MarketRichard D.F. Harris, Evarist Stoja and Fatih YilmazThe Journal of Trading December 2008, 4 (1) 48-55; DOI: https://doi.org/10.3905/JOT.2009.4.1.048 - CLS and Bilateral Netting: Between a Rock and a Hard PlacePatrick LeflerThe Journal of Trading December 2008, 4 (1) 44-47; DOI: https://doi.org/10.3905/JOT.2009.4.1.044
- Trading the CDS BasisMoorad ChoudhryThe Journal of Trading December 2006, 2 (1) 79-94; DOI: https://doi.org/10.3905/jot.2007.669805
- Implementing an Active Currency Strategy Using FX Prime Brokerage and Electronic TradingPhilip SimotasThe Journal of Trading December 2005, 1 (1) 55-57; DOI: https://doi.org/10.3905/jot.2006.618225
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