The Journal of Trading

Institutional Investor Journals Group

ABDC C

Recent paperssorted by most recent

Paper	Year	Citations
The Journal of Trading Unknown	2019	0 citations
Phantom Liquidity and High-Frequency Quoting Jesse Blocher et al.	2018	11 citations
The Impact of MiFID II/MiFIR on European Market Structure: <i>A Survey among Market Experts</i> Peter Gomber et al.	2018	7 citations
Creating Dynamic Pretrade Models:<i>Beyond the Black Box</i> Robert Kissell	2018	6 citations
Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios Ananth Madhavan et al.	2018	5 citations
Predicting Intraday Trading Volume and Volume Percentages Venkatesh Satish et al.	2018	4 citations
<i>A Posteriori</i> Multistage Optimal Trading under Transaction Costs and a Diversification Constraint Mogens Graf Plessen & Alberto Bemporad	2018	3 citations
Footprints on a Blockchain:<i>Trading and Information Leakage in Distributed Ledgers</i> Rune Tevasvold Aune et al.	2018	2 citations
COMMENTARY: Beyond the Black Box Revisited:<i>Algorithmic Trading and TCA Analysis Using Excel</i> Robert Kissell	2018	2 citations
Canceled Orders and Executed Hidden Orders Zhilu Lin et al.	2018	2 citations
Cluster Analysis for Evaluating Trading Strategies Jeff Bacidore et al.	2018	2 citations
Shorting Leveraged ETF Pairs Christopher Hessel et al.	2018	2 citations
Using Fundamental Earnings Factors to Forecast Equity Market Volatility Haim A. Mozes & John Launny Steffens	2018	1 citations
Optimal Leverage in Day Trading Christian Lundström	2018	1 citations
Betas, Benchmarks, and Beating the Market Zura Kakushadze & Willie Yu	2018	1 citations
Machine Learning for Algorithmic Trading and Trade Schedule Optimization Robert Kissell & Jungsun “Sunny” Bae	2018	1 citations
COMMENTARY: A Market Structure That Fits the Needs of Portfolio Managers Charles Polk & Evan Schulman	2018	1 citations
Optimal Leverage in Day Trading Christian Lundström	2018	1 citations
A Retrospective Look: Phantom Liquidity And High Frequency Quoting Ben Van Vliet	2018	0 citations
Trading the VIX Futures Roll Using Exchange-Traded Funds David L. Buehler & Patrick J. Cusatis	2018	0 citations

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