Table of Contents

Article

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  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Summer 2016, 11 (3) 1; DOI: https://doi.org/10.3905/jot.2016.11.3.001
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  Phantom Liquidity and High-Frequency Quoting

  Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet

  The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006
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  Slow Price Adjustment to Public News in After-Hours Trading

  Jiasun Li

  The Journal of Trading Summer 2016, 11 (3) 16-31; DOI: https://doi.org/10.3905/jot.2016.11.3.016
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  Toward Greater Transparency and Efficiency in
  Trading Fixed-Income ETF Portfolios

  Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk

  The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032
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  Pairs Trading with Copulas

  Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou

  The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
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  Timing Equity Quant Positions with Short-Horizon Alphas

  Vinesh Jha

  The Journal of Trading Summer 2016, 11 (3) 53-59; DOI: https://doi.org/10.3905/jot.2016.11.3.053
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  Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements

  Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le

  The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061
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  Hong Kong–Shanghai Connect/Hong Kong–Beijing Disconnect? Scaling the Great Wall of Chinese Securities Trading Costs

  Ravi Kashyap

  The Journal of Trading Summer 2016, 11 (3) 81-134; DOI: https://doi.org/10.3905/jot.2016.11.3.081