Futures and forward contracts
- Editor’s LetterBrian R. BruceThe Journal of Trading March 2017, 12 (2) 1; DOI: https://doi.org/10.3905/jot.2017.12.2.001
- Analysis of Execution Methods in U.S. and European FuturesAistis Raudys and Skirmantė MatkėnaitėThe Journal of Trading December 2015, 11 (1) 38-52; DOI: https://doi.org/10.3905/jot.2016.11.1.038
- Editor’s LetterBrian R. BruceThe Journal of Trading December 2015, 11 (1) 1; DOI: https://doi.org/10.3905/jot.2016.11.1.001
- VIX Futures and OptionsMatthew T. Moran and Srikant DashThe Journal of Trading June 2007, 2 (3) 96-105; DOI: https://doi.org/10.3905/jot.2007.688954
- Implied Trading in Energy FuturesJohn J. BlankThe Journal of Trading June 2007, 2 (3) 45-48; DOI: https://doi.org/10.3905/jot.2007.688948
- Equity Trading Capacity RevisitedJoanne M. HillThe Journal of Trading March 2007, 2 (2) 21-36; DOI: https://doi.org/10.3905/jot.2007.682137
- Convergence of Energy and Financial MarketsPrabhu Anbunathan, Pradeep Roy and Raghu AnantharamThe Journal of Trading December 2006, 2 (1) 95-102; DOI: https://doi.org/10.3905/jot.2007.669806
- Editor's LetterBrian R BruceThe Journal of Trading December 2006, 2 (1) 8; DOI: https://doi.org/10.3905/jot.2007.669808
- Investor Type, Transaction Fees, and Single-Stock FuturesTravis L. JonesThe Journal of Trading December 2006, 2 (1) 67-72; DOI: https://doi.org/10.3905/jot.2007.669802
- Measuring Market Impact and LiquidityGalen Burghardt, Jerry Hanweck and Lauren LeiThe Journal of Trading September 2006, 1 (4) 70-84; DOI: https://doi.org/10.3905/jot.2006.654303
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