Issue Title: 
Highwire: apath: 
/iijtrade/12/4.atom
Highwire: atom_id: 
tag:iijtrade@highwire.org,2017-09-27:12/4
Highwire: cpath: 
/content/12/4
Highwire: cpathalias: 
/content/vol12/issue4
/content/iijtrade/vol12/issue4
/content/iijtrade/12/4
Highwire: jcode: 
iijtrade
Highwire: pisa_id: 
iijtrade;12/4
Highwire: pisa_master: 
iijtrade;12/4
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Sep 30, 2017
First Page: 
1
Issue Number: 
4
Last Page: 
83
Print Publication Date: 
Sep 30, 2017
Slug: 
4
Volume Number: 
12
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:8:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijtrade/12/4/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:147:"How Does a Stock Trade? <em xmlns="http://www.w3.org/1999/xhtml">Stock-Specific Peer Group Analysis and Its Application to Portfolio Liquidity</em>";s:9:"header-id";s:86:"HowDoesaStockTradeStock-SpecificPeerGroupAnalysisandItsApplicationtoPortfolioLiquidity";s:11:"groupingkey";s:101:"How Does a Stock Trade? Stock-Specific Peer Group Analysis and Its Application to Portfolio Liquidity";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:21:"/iijtrade/12/4/5.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:37:"Algorithmic Trading and Fragmentation";s:9:"header-id";s:34:"AlgorithmicTradingandFragmentation";s:11:"groupingkey";s:37:"Algorithmic Trading and Fragmentation";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/18.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:38:"Deconstructing Execution Cost and Risk";s:9:"header-id";s:34:"DeconstructingExecutionCostandRisk";s:11:"groupingkey";s:38:"Deconstructing Execution Cost and Risk";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/29.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:58:"DTER and DTTER as High-Frequency Trading Efficiency Ratios";s:9:"header-id";s:51:"DTERandDTTERasHigh-FrequencyTradingEfficiencyRatios";s:11:"groupingkey";s:58:"DTER and DTTER as High-Frequency Trading Efficiency Ratios";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/39.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:61:"Detecting Market Cycles Using Inverse-Logic Spectral Analysis";s:9:"header-id";s:55:"DetectingMarketCyclesUsingInverse-LogicSpectralAnalysis";s:11:"groupingkey";s:61:"Detecting Market Cycles Using Inverse-Logic Spectral Analysis";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/56.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:115:"Liquidity in the U.K. Corporate Bond Market: <em xmlns="http://www.w3.org/1999/xhtml">Evidence from Trade Data</em>";s:9:"header-id";s:58:"LiquidityintheU.K.CorporateBondMarketEvidencefromTradeData";s:11:"groupingkey";s:69:"Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/67.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:158:"Corrigendum: A Look at the Use of VIX Futures in Investment Portfolios: <em xmlns="http://www.w3.org/1999/xhtml">Buy-and-Hold versus Tactical Allocations</em>";s:9:"header-id";s:95:"CorrigendumALookattheUseofVIXFuturesinInvestmentPortfoliosBuy-and-HoldversusTacticalAllocations";s:11:"groupingkey";s:112:"Corrigendum: A Look at the Use of VIX Futures in Investment Portfolios: Buy-and-Hold versus Tactical Allocations";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijtrade/12/4/81.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Fall 2017
Supplemental Issue: 
Downloadable Variants: 
Highwire:Open Issue: 
no
Print ISSN: 
1559-3967
Electronic ISSN: 
2168-8427
Highwire Alternate Title: 
The Journal of Trading: 12 (4)
Last load event: 
Wednesday, November 1, 2017 - 21:56