Volatility measures
- Editor's LetterBrian R BruceThe 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 VolatilityCaterina Lucarelli, Camilla Mazzoli and Giulio PalombaThe Journal of Trading June 2008, 3 (3) 60-75; DOI: https://doi.org/10.3905/jot.2008.708837
- Calculating the VIX in ExcelTom Arnold and John H. EarlThe Journal of Trading June 2008, 3 (3) 39-45; DOI: https://doi.org/10.3905/jot.2008.708835
- Disposition MattersWilliam N. Goetzmann and Massimo MassaThe Journal of Trading March 2008, 3 (2) 68-90; DOI: https://doi.org/10.3905/jot.2008.705642
- The Paradigm Shift in Equity Block TradingAlfred R. BerkeleyThe Journal of Trading September 2007, 2 (4) 64-68; DOI: https://doi.org/10.3905/jot.2007.694829
- Shortfall SurprisesKwaku Abrokwah and George SofianosThe Journal of Trading June 2007, 2 (3) 11-31; DOI: https://doi.org/10.3905/jot.2007.688944
- Sources of Intraday NoiseKimberly C. Gleason, Chun I Lee and Jeff MaduraThe 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 KurtosisKeith H. BlackThe 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 CostsDmitry Rakhlin and George SofianosThe Journal of Trading March 2006, 1 (2) 43-50; DOI: https://doi.org/10.3905/jot.2006.628194
- Volatility ETFs and ETNsBerlinda Liu and Srikant DashThe Journal of Trading December 2011, 7 (1) 43-48; DOI: https://doi.org/10.3905/jot.2012.7.1.043
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