Options
- Editor's LetterBrian R BruceThe Journal of Trading December 2007, 3 (1) 8; DOI: https://doi.org/10.3905/jot.2008.700233
- Price Discovery in the U.S. Stock Options MarketYusif E. Simaan and Liuren WuThe Journal of Trading December 2007, 3 (1) 68-86; DOI: https://doi.org/10.3905/jot.2008.700224
- Transaction Cost Analysis and Liquidity Discovery with Equity OptionsScott LarisonThe Journal of Trading December 2007, 3 (1) 35-39; DOI: https://doi.org/10.3905/jot.2008.700223
- 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
- Equity Trading Capacity RevisitedJoanne M. HillThe Journal of Trading March 2007, 2 (2) 21-36; DOI: https://doi.org/10.3905/jot.2007.682137
- Articulating True Willingness to TradeAnders MårtenssonThe Journal of Trading December 2006, 2 (1) 73-78; DOI: https://doi.org/10.3905/jot.2007.669803
- Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My KurtosisKeith H. BlackThe Journal of Trading March 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
- Currency Derivative Markets LandscapeJohn W. LabuszewskiThe Journal of Trading March 2006, 1 (2) 51-61; DOI: https://doi.org/10.3905/jot.2006.628195
- Innovative Option Combinations: Enhancing the StraddleAndrew LaubieThe Journal of Trading September 2010, 5 (4) 88-97; DOI: https://doi.org/10.3905/jot.2010.5.4.088
- VIX Calculation Methodology: Mystifying or Mathematically Convoluted?Bani AroraThe Journal of Trading September 2010, 5 (4) 63-64; DOI: https://doi.org/10.3905/jot.2010.5.4.063
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