International Market Microstructure
Answering Global Problems with Micro Solutions
Published on 10. April 2009
150 pages
978-1-84855-493-1 (ISBN)
Description
Included in this ebook are several articles that address current market microstructure issues in various financial markets around the world. These papers provide further empirical evidence on the significant impact that the structure and design of markets can have on liquidity provision, transaction costs, and a firm's cost of capital, most notably in emerging markets.
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Content
- Cover
- CONTENTS
- EDITORIAL ADVISORY BOARD
- International market structure: global problems and micro solutions
- What order flow reveals about the role of the underwriter in IPO aftermarkets
- Market making in international capital markets
- Electronic communication networks, market makers, and the components of the bid-ask spread
- On the relationship between trading volume and stock price volatility in CASE
- Intraday return and volatility spill-over across international copper futures markets
