Security analysis and valuation
- Algorithm Switching: Co-Adaptation in the Market EcologyChris Stephens and Henri WaelbroeckThe Journal of Trading June 2009, 4 (3) 59-73; DOI: https://doi.org/10.3905/JOT.2009.4.3.059
- Applying Event Processing to Electronic TradingDon DeLoach and Jeff WoottonThe Journal of Trading June 2009, 4 (3) 56-58; DOI: https://doi.org/10.3905/JOT.2009.4.3.056
- Latency in Electronic Securities Trading: A Proposal for Systematic MeasurementMiroslav Budimir and Uwe SchweickertThe Journal of Trading June 2009, 4 (3) 47-55; DOI: https://doi.org/10.3905/JOT.2009.4.3.047
- The Challenges of Managing a Student-Managed FundPaul Bolster and Harlan PlattThe Journal of Trading December 2017, 13 (1) 35-38; DOI: https://doi.org/10.3905/jot.2018.13.1.035
- Student-Managed Portfolios: Wisdom of Independent Crowds?Daniel DornThe Journal of Trading December 2017, 13 (1) 17-26; DOI: https://doi.org/10.3905/jot.2018.13.1.017
- Editor’s LetterBrian R. BruceThe Journal of Trading December 2017, 13 (1) 1; DOI: https://doi.org/10.3905/jot.2018.13.1.001
- Hidden Liquidity on the U.S. Stock ExchangesArchana Jain and Chinmay JainThe Journal of Trading June 2017, 12 (3) 30-36; DOI: https://doi.org/10.3905/jot.2017.12.3.030
- Quintet Volume ProjectionVladimir Markov, Olga Vilenskaia and Vlad RashkovichThe Journal of Trading March 2017, 12 (2) 28-43; DOI: https://doi.org/10.3905/jot.2017.12.2.028
- Constant Impact StrategyVladimir MarkovThe Journal of Trading June 2014, 9 (3) 26-33; DOI: https://doi.org/10.3905/jot.2014.9.3.026
- Predicting Intraday Trading Volume
and Volume PercentagesVenkatesh Satish, Abhay Saxena and Max PalmerThe Journal of Trading June 2014, 9 (3) 15-25; DOI: https://doi.org/10.3905/jot.2014.9.3.015
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