The Journal of Financial Research

Fall 2009 Abstracts

Page No.

The Economic Value of Using Realized Volatility in Forecasting Future Implied Volatility

Wing Hong Chan, Ranjini Jha and Madhu Kalimipalli

231

Trader Exploitation of Order Flow During the LTCM Crisis

Fang Cai

261

Time Variability in Market Risk Aversion

Dave Berger and H.J. Turtle

Slippage and the Choice of Market of Limit Orders in Futures Trading

Scott Brown, TImothy Koch and Eric Powers

309

Internalization and Market Quality: An Empirical Investigation

Norris Larrymore and Albert Murphy