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Market Design and Execution Cost for Matched Securities Worldwide
Michael J. Aitken, Rowan M. Cook, Frederick H. deB. Harris and Thomas H. McInish
Trading Winter 2009, 2009 (1) 38-76
Michael J. Aitken
The Capital Markets Technologies Chair at University of New South Wales, Australian School of Business and chairman of the Smarts Group International in Sydney, NSW, Australia.
Rowan M. Cook
A vice president at J.P. Morgan in Sydney, NSW, Australia.
Frederick H. deB. Harris
The McKinnon professor of economics and finance at Wake Forest University in Winston-Salem, NC.
Thomas H. McInish
Wunderlich Chair and professor of finance at Fogelman College of Business and Institute for the Study of Security Markets, University of Memphis in Memphis, TN.
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In this issue
Algorithmic Trading II: Precision, Control, Execution - 2006
Vol. 2009, Issue 1
Winter 2009
Market Design and Execution Cost for Matched Securities Worldwide
Michael J. Aitken, Rowan M. Cook, Frederick H. deB. Harris, Thomas H. McInish
Trading Dec 2009, 2009 (1) 38-76;
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