Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team
- 1 December 2005
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 12 (5) , 629-649
- https://doi.org/10.1016/j.jempfin.2004.10.002
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Commissions Matter: The Trading Behavior of Institutional and Individual Active TradersJournal of Behavioral Finance, 2004
- Are Professional Traders Too Slow to Realize Their Losses?CFA Magazine, 2004
- Competition among Trading Venues: Information and Trading on Electronic Communications NetworksThe Journal of Finance, 2003
- The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq StocksThe Journal of Finance, 2002
- The Quality of ECN and Nasdaq Market Maker QuotesThe Journal of Finance, 2002
- The Internet and the InvestorJournal of Economic Perspectives, 2001
- Effects of Market Reform on the Trading Costs and Depths of Nasdaq StocksThe Journal of Finance, 1999
- The trading profits of SOES banditsJournal of Financial Economics, 1998
- The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules changesJournal of Financial Economics, 1997
- SOES Trading and Market VolatilityJournal of Financial and Quantitative Analysis, 1997