Options
- Option Bid–Ask Spread and LiquidityMo ChaudhuryThe Journal of Trading June 2015, 10 (3) 44-56; DOI: https://doi.org/10.3905/jot.2015.10.3.044
- Optimal Execution Size in Pro-Rata
MarketsIrene AldridgeThe Journal of Trading March 2014, 9 (2) 43-50; DOI: https://doi.org/10.3905/jot.2014.9.2.043 - Behavioral Pattern of Emerging Asia Currency
Option Risk Reversals: An Indicator
for Foreign Exchange HedgingSuresh Ramanathan and Kian TengThe Journal of Trading March 2014, 9 (2) 27-38; DOI: https://doi.org/10.3905/jot.2014.9.2.027 - An Empirical Analysis of Option Directional Trading and Stock Depth AsymmetryQin WangThe Journal of Trading December 2013, 9 (1) 41-47; DOI: https://doi.org/10.3905/jot.2013.9.1.041
- A Practical Real Options Approach to Valuing
High-Frequency Trading System R&D ProjectsAndrew Kumiega and Ben Van VlietThe Journal of Trading June 2013, 8 (3) 40-48; DOI: https://doi.org/10.3905/jot.2013.8.3.040 - Editor’s LetterBrian R. BruceThe Journal of Trading June 2013, 8 (3) 1; DOI: https://doi.org/10.3905/jot.2013.8.3.001
- What Drives Option Prices?Frédéric Abergel and Riadh ZaatourThe Journal of Trading June 2012, 7 (3) 12-28; DOI: https://doi.org/10.3905/jot.2012.7.3.012
- Capturing the Index Effect via OptionsSrikant Dash and Berlinda LiuThe Journal of Trading March 2009, 4 (2) 72-78; DOI: https://doi.org/10.3905/jot.2009.4.2.072
- Convergence of the U.S. Options and Equities Markets: Is the Party Over, or Just Getting Started?Justin Schack and Joseph GawronskiThe Journal of Trading December 2008, 4 (1) 56-67; DOI: https://doi.org/10.3905/JOT.2009.4.1.056
- Compression TechnologyDouglas CarterThe Journal of Trading March 2008, 3 (2) 45-48; DOI: https://doi.org/10.3905/jot.2008.705632
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