Exchanges/markets/clearinghouses
- Potential Legal and Regulatory Issues Affecting the Securitization Industry in 2017Patrick DolanThe Journal of Structured Finance April 2017, 23 (1) 72-78; DOI: https://doi.org/10.3905/jsf.2017.23.1.072
- Approaching Venue AnalysisMarie KonstanceThe Journal of Trading December 2016, 12 (1) 73-75; DOI: https://doi.org/10.3905/jot.2017.12.1.073
- Determinants of Price Discovery: Dark Trading and Price ImprovementDrew Harris and Frederick H. de B. HarrisThe Journal of Trading December 2016, 12 (1) 55-72; DOI: https://doi.org/10.3905/jot.2017.12.1.055
- Unrecognized Odd Lot Liquidity Supply: A Hidden Trading Cost for High Priced StocksRobert Battalio, Shane A. Corwin and Robert JenningsThe Journal of Trading December 2016, 12 (1) 35-41; DOI: https://doi.org/10.3905/jot.2017.12.1.035
- London Stock Exchange Midday AuctionMainak SarkarThe Journal of Trading December 2016, 12 (1) 22-34; DOI: https://doi.org/10.3905/jot.2017.12.1.022
- A Practitioner’s Guide to Market Microstructure InvarianceAlbert S. Kyle, Anna A. Obizhaeva and Mark KritzmanThe Journal of Portfolio Management October 2016, 43 (1) 43-53; DOI: https://doi.org/10.3905/jpm.2016.43.1.043
- Identifying Economic Regimes: Reducing Downside
Risks for University Endowments and FoundationsJohn M. Mulvey and Han LiuThe Journal of Portfolio Management October 2016, 43 (1) 100-108; DOI: https://doi.org/10.3905/jpm.2016.43.1.100 - The Effect of High-Frequency Market Making on Option Market LiquiditySuchi Mishra, Robert T. Daigler and Richard HolowczakThe Journal of Trading September 2016, 11 (4) 56-76; DOI: https://doi.org/10.3905/jot.2016.11.4.056
- A New Approach to Stock Market ExecutionRebecca Lewis and John McPartlandThe Journal of Trading March 2016, 11 (2) 65-70; DOI: https://doi.org/10.3905/jot.2016.11.2.065
- The Impact of High-Frequency Trading on Market VolatilityGianluca VirgilioThe Journal of Trading March 2016, 11 (2) 55-63; DOI: https://doi.org/10.3905/jot.2016.11.2.055
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