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The Journal of Trading
Homepage:
iijournals.com
ISSNs:
1559-3967,
2168-8427
Source type:
journal
Publisher:
Euromoney Institutional Investor
Alternate name:
JOT
Fully OA:
No
DOAJ:
No
OpenAlex ID:
S961788667
Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis
2006
·
Keith H. Black
·
The Journal of Trading
·
76
Incorporating Trading Strategies in the Black-Litterman Framework
2006
·
Frank J. Fabozzi
, Sergio M. Focardi
, et al.
·
The Journal of Trading
·
70
Algorithmic Decision-Making Framework
2005
·
Robert Kissell
, Roberto Malamut
·
The Journal of Trading
·
70
Are You Playing in a Toxic Dark Pool?
2008
·
Hitesh Mittal
·
The Journal of Trading
·
69
Transaction Cost Analysis
2008
·
Robert Kissell
·
The Journal of Trading
·
64
The Cost of Algorithmic Trading
2005
·
Ian Domowitz
, Henry Yegerman
·
The Journal of Trading
·
64
Bayesian Adaptive Trading with a Daily Cycle
2006
·
Robert Almgren
, Julian Lorenz
·
The Journal of Trading
·
55
High-Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution, and Patterns in Returns
2010
·
David Bowen
, Mark C. Hutchinson
, et al.
·
The Journal of Trading
·
53
VIX Futures and Options
2007
·
Matthew T. Moran
, Srikant Dash
·
The Journal of Trading
·
51
The Exchange of Flow Toxicity
2011
·
David Easley
, Marcos López de Prado
, et al.
·
The Journal of Trading
·
47
Empirical Limitations on High-Frequency Trading Profitability
2010
·
Michael Kearns
, Alex Kulesza
, et al.
·
The Journal of Trading
·
39
PDF
What Is a Quote?
2010
·
Maureen O’Hara
·
The Journal of Trading
·
39
The Expanded Implementation Shortfall
2006
·
Robert Kissell
·
The Journal of Trading
·
38
Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers
2017
·
Rune Tevasvold Aune
, Adam Krellenstein
, et al.
·
The Journal of Trading
·
34
Integrating Liquidity Risk Factor into a Parametric Value at Risk Method
2008
·
Mazin A.M. Al Janabi
·
The Journal of Trading
·
32
A Tale of Two Consequences
2015
·
Ravi Kashyap
·
The Journal of Trading
·
24
PDF
Short Selling during Extreme Market Movements
2010
·
Benjamin M Blau
, Bonnie F. Van Ness
, et al.
·
The Journal of Trading
·
24
Phantom Liquidity and High-Frequency Quoting
2016
·
Jesse Blocher
, Rick Cooper
, et al.
·
The Journal of Trading
·
23
A Boosting Approach for Automated Trading
2007
·
Germán Creamer
, Yoav Freund
·
The Journal of Trading
·
23
A Profit Model for Spread Trading with an Application to Energy Futures
2009
·
Takashi Kanamura
, Svetlozar T Rachev
, et al.
·
The Journal of Trading
·
22
Hong Kong–Shanghai Connect/Hong Kong–Beijing Disconnect?Scaling the Great Wall of Chinese Securities Trading Costs
2016
·
Ravi Kashyap
·
The Journal of Trading
·
21
PDF
Predicting Intraday Trading Volumeand Volume Percentages
2014
·
Venkatesh Satish
, Abhay Saxena
, et al.
·
The Journal of Trading
·
21
Algos Gone Wild: Risk in the World of Automated Trading Strategies
2010
·
Bernard S. Donefer
·
The Journal of Trading
·
21
Cul de Sacs and Highways: An Optical Tour of Dark Pool Trading Performance
2008
·
Ian Domowitz
, Ilya FInkelshteyn
, et al.
·
The Journal of Trading
·
21
Predictable ETF Order Flows and Market Quality
2015
·
Hendrik Bessembinder
·
The Journal of Trading
·
20
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Works count:
584
Citation count:
2,359
H-index:
21
I10-index:
59
2yr mean citedness:
Year
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