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Volatility measures

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  • Editor's Letter
    Brian R Bruce
    The Journal of Trading June 2008, 3 (3) 7-8; DOI: https://doi.org/10.3905/jot.2008.708839
  • A Cross-Country Model for the Influence of the Pre-Trade Transparency on Market Liquidity and Price Volatility
    Caterina Lucarelli, Camilla Mazzoli and Giulio Palomba
    The Journal of Trading June 2008, 3 (3) 60-75; DOI: https://doi.org/10.3905/jot.2008.708837
  • Calculating the VIX in Excel
    Tom Arnold and John H. Earl
    The Journal of Trading June 2008, 3 (3) 39-45; DOI: https://doi.org/10.3905/jot.2008.708835
  • Disposition Matters
    William N. Goetzmann and Massimo Massa
    The Journal of Trading March 2008, 3 (2) 68-90; DOI: https://doi.org/10.3905/jot.2008.705642
  • The Paradigm Shift in Equity Block Trading
    Alfred R. Berkeley
    The Journal of Trading September 2007, 2 (4) 64-68; DOI: https://doi.org/10.3905/jot.2007.694829
  • Shortfall Surprises
    Kwaku Abrokwah and George Sofianos
    The Journal of Trading June 2007, 2 (3) 11-31; DOI: https://doi.org/10.3905/jot.2007.688944
  • Sources of Intraday Noise
    Kimberly C. Gleason, Chun I Lee and Jeff Madura
    The Journal of Trading March 2007, 2 (2) 37-52; DOI: https://doi.org/10.3905/jot.2007.682138
  • Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis
    Keith H. Black
    The Journal of Trading March 2006, 1 (2) 6-15; DOI: https://doi.org/10.3905/jot.2006.628190
  • The Impact of an Increase in Volatility on Trading Costs
    Dmitry Rakhlin and George Sofianos
    The Journal of Trading March 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
  • Volatility ETFs and ETNs
    Berlinda Liu and Srikant Dash
    The Journal of Trading December 2011, 7 (1) 43-48; DOI: https://doi.org/10.3905/jot.2012.7.1.043

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