Volume 11; Issue 3

The Journal of Trading

Volume 11; Issue 3
1

Phantom Liquidity and High-Frequency Quoting

Blocher, Jesse, Cooper, Rick, Seddon, Jonathan, Vliet, Ben Van
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 1.77 MB
english, 2016
2

Slow Price Adjustment to Public News in After-Hours Trading

Li, Jiasun
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 2.69 MB
english, 2016
4

Pairs Trading with Copulas

Xie, Wenjun, Liew, Rong Qi, Wu, Yuan, Zou, Xi
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 1.46 MB
english, 2016
5

Timing Equity Quant Positions with Short-Horizon Alphas

Jha, Vinesh
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 1.12 MB
english, 2016
6

Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements

Zhang, Ying, Tang, Hongfei, Prombutr, Wikrom, Le, Steven V
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 2.86 MB
english, 2016
8

Editor’s Letter

Bruce, Brian R
Journal:
The Journal of Trading
Année:
2016
Langue:
english
Fichier:
PDF, 34 KB
english, 2016