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Microstructure of World Trading Markets : A Special Issue of the Journal of Financial Services Research - Hans R. Stoll

Microstructure of World Trading Markets

A Special Issue of the Journal of Financial Services Research

By: Hans R. Stoll (Editor)

Hardcover

Published: 28th February 1993
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This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets. The study of market microstructure has previously focused on the U.S. markets, but with the rapid expansion in foreign markets there is a real need to understand the nature and functioning of foreign trading markets.

Introductionp. 1
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implicationsp. 5
Automated Securities Tradingp. 27
An Empirical Examination of Market Maker Profits on the London Stock Exchangep. 43
Automating German Equity Trading: Bid-Ask Spreads on Competing Systemsp. 73
The Market Spread, Limit Orders, and Optionsp. 99
The Settlement Day Effect in the French Boursep. 117
The Microstructure of Asian Equity Marketsp. 137
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792392958
ISBN-10: 0792392957
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 154
Published: 28th February 1993
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5  x 1.27
Weight (kg): 0.91