Slippage is the difference between the expected price of a trade, and the price the trade actually executes at. Slippage often occurs during periods of higher volatility, when market orders are used, and also when large orders are executed when there may not be enough interest at the desired price level to maintain the expected price of trade. In forex, slippage occurs when a limit order or stop loss occurs at a worse rate than originally set in the order. Slippage in the trading of stocks, often occurs when there is a change in spread. In this situation, a market order placed by the trader may get executed at a worse than expected price.
The open access journals are peer reviewed scholarly journals of Journal of Stock and Forex Trading. The top open access journals are freely available on the public internet domain, allowing any end users to read, download, copy, distribute, prink, search or link to the full texts of the articles. These provide high quality, meticulously reviewed and rapid publication, to cater the insistent need of scientific community. These journals are indexed with all their citations noted. The top open access journals are indexed in SCOPUS, COPERNICUS, CAS, EBSCO and ISI.
Last date updated on June, 2014