A Trading Desk View of Market Quality / Edition 1

A Trading Desk View of Market Quality / Edition 1

by Robert A. Schwartz, John Aidan Byrne, Antoinette Colaninno
     
 

This book is based on the proceedings of a one-day conference on Market Quality, held at the Zicklin School of Business on April 30, 2002. Some of the questions addressed in this book are: How should market quality be defined, measured, monitored and improved? What is the evidence about the current state of our markets? How effective have recent innovations

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Overview

This book is based on the proceedings of a one-day conference on Market Quality, held at the Zicklin School of Business on April 30, 2002. Some of the questions addressed in this book are: How should market quality be defined, measured, monitored and improved? What is the evidence about the current state of our markets? How effective have recent innovations been? How can we better meet our investor needs?

Product Details

ISBN-13:
9781402075100
Publisher:
Springer US
Publication date:
12/13/2007
Series:
Zicklin School of Business Financial Markets Series
Edition description:
2005
Pages:
200
Product dimensions:
9.21(w) x 6.14(h) x 0.56(d)

Table of Contents

Ch. 1Recent evidence on market quality1
Ch. 2Intra-day volatility : friend or foe?35
Ch. 3View from the trading desks51
Ch. 4View from an ECN81
Ch. 5Perspective of the market architects89
Ch. 6Does best execution make sense?117
Ch. 7Thoughts from a former regulator139
Ch. 8Volatility in U.S. and European equity markets : an assessment of market quality151

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