Factor-based models
- Editor’s LetterBrian R. BruceThe Journal of Trading September 2012, 7 (4) 1; DOI: https://doi.org/10.3905/jot.2012.7.4.001
- The Changing State of the NYSE Market: New Common Factors, Players, and Impulse ResponsesSugato Chakravarty, Frederick H. deB. Harris and Robert A WoodThe Journal of Trading December 2008, 4 (1) 68-94; DOI: https://doi.org/10.3905/JOT.2009.4.1.068
- 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 - Simulation of a Limit Order Driven MarketJulian Lorenz and Jörg OsterriederThe Journal of Trading December 2008, 4 (1) 23-30; DOI: https://doi.org/10.3905/JOT.2009.4.1.023
- Editor's LetterBrian R. BruceThe Journal of Trading December 2008, 4 (1) 1; DOI: https://doi.org/10.3905/JOT.2009.4.1.001
- Disposition MattersWilliam N. Goetzmann and Massimo MassaThe Journal of Trading March 2008, 3 (2) 68-90; DOI: https://doi.org/10.3905/jot.2008.705642
- An Autoregressive Market Model of Trader Herding and CommunicationSuneal K. ChaudharyThe Journal of Trading December 2010, 6 (1) 62-73; DOI: https://doi.org/10.3905/jot.2011.6.1.062
- A Profit Model for Spread Trading with an Application to Energy FuturesTakashi Kanamura, Svetlozar T Rachev and Frank J FabozziThe Journal of Trading December 2009, 5 (1) 48-62; DOI: https://doi.org/10.3905/JOT.2010.5.1.048
- Fairness in Trading: A Microeconomic InterpretationStephen Satchell and Bernd SchererThe Journal of Trading December 2009, 5 (1) 40-47; DOI: https://doi.org/10.3905/JOT.2010.5.1.040
- Bringing Intelligent Decision-Making to Order RoutingDhiren RawalThe Journal of Trading December 2009, 5 (1) 30-34; DOI: https://doi.org/10.3905/JOT.2010.5.1.030
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