Table of Contents

Spring 2011; Volume 2011,Issue 1

Guide to Global Liquidity 3

A

  1. Aitken, Michael J.

    1. Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
      for Assessing Market Quality
      Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman
      Trading Spring 2011, 2011 (1) 24-44

B

  1. Berkeley, Alfred R.

    1. Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
      for Assessing Market Quality
      Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman
      Trading Spring 2011, 2011 (1) 24-44

  2. Bruce, Brian R.

    1. Open Access
      FROM THE EDITOR
      Brian R. Bruce
      Trading Spring 2011, 2011 (1) 1

C

  1. Cameron, David

    1. Exiting a Burning Building: Structural Drivers
      of Liquidity Shocks in Stock and Bond Markets
      David Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David Leduc
      Trading Spring 2011, 2011 (1) 45-49

  2. Chakravarty, Sugato

    1. The Relative Degree of Trade Fragmentation in an Automated, Transparent Stock Exchange
      Sugato Chakravarty, Petko S. Kalev and Linh T. Pham
      Trading Spring 2011, 2011 (1) 85-101

  3. Challenger, Lynn

    1. Exiting a Burning Building: Structural Drivers
      of Liquidity Shocks in Stock and Bond Markets
      David Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David Leduc
      Trading Spring 2011, 2011 (1) 45-49

D

  1. Doull, Ian

    1. Managing Liquidity: The OEMS Debate
      Ian Doull
      Trading Spring 2011, 2011 (1) 50-53

H

  1. Harris, Frederick H. deB.

    1. Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
      for Assessing Market Quality
      Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman
      Trading Spring 2011, 2011 (1) 24-44

  2. He, Fei

    1. Asset Allocation: Systemic Liquidity as a Risk Factor
      Sébastien Page, Joseph Simonian and Fei He
      Trading Spring 2011, 2011 (1) 19-23

  3. Howell, Michael

    1. Liquidity, Duration, and the “Financial” Transmission Mechanism
      Michael Howell
      Trading Spring 2011, 2011 (1) 72-84

J

  1. Jacklin, Charles J.

    1. Exiting a Burning Building: Structural Drivers
      of Liquidity Shocks in Stock and Bond Markets
      David Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David Leduc
      Trading Spring 2011, 2011 (1) 45-49

  2. Jaeger, Robert A.

    1. Market Liquidity: Don’t Know What You’ve Got ‘Til
      It’s Gone
      Robert A. Jaeger
      Trading Spring 2011, 2011 (1) 14-18
    2. Exiting a Burning Building: Structural Drivers
      of Liquidity Shocks in Stock and Bond Markets
      David Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David Leduc
      Trading Spring 2011, 2011 (1) 45-49

K

  1. Kalev, Petko S.

    1. The Relative Degree of Trade Fragmentation in an Automated, Transparent Stock Exchange
      Sugato Chakravarty, Petko S. Kalev and Linh T. Pham
      Trading Spring 2011, 2011 (1) 85-101

L

  1. Leduc, David

    1. Exiting a Burning Building: Structural Drivers
      of Liquidity Shocks in Stock and Bond Markets
      David Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David Leduc
      Trading Spring 2011, 2011 (1) 45-49

M

  1. Merrin, Seth

    1. In Search of a Better Market
      Seth Merrin
      Trading Spring 2011, 2011 (1) 54-55

  2. Mittal, Hitesh

    1. Capturing Block Liquidity to Improve Algorithm Performance
      Hitesh Mittal, Kathryn Sharpe and Nigam Saraiya
      Trading Spring 2011, 2011 (1) 63-70

O

  1. Overdahl, James

    1. Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
      for Assessing Market Quality
      Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman
      Trading Spring 2011, 2011 (1) 24-44

P

  1. Page, Sébastien

    1. Asset Allocation: Systemic Liquidity as a Risk Factor
      Sébastien Page, Joseph Simonian and Fei He
      Trading Spring 2011, 2011 (1) 19-23

  2. Pham, Linh T.

    1. The Relative Degree of Trade Fragmentation in an Automated, Transparent Stock Exchange
      Sugato Chakravarty, Petko S. Kalev and Linh T. Pham
      Trading Spring 2011, 2011 (1) 85-101

  3. Pickles, Chris

    1. Searching for Liquidity
      Chris Pickles
      Trading Spring 2011, 2011 (1) 56-58

S

  1. Saraiya, Nigam

    1. Capturing Block Liquidity to Improve Algorithm Performance
      Hitesh Mittal, Kathryn Sharpe and Nigam Saraiya
      Trading Spring 2011, 2011 (1) 63-70

  2. Self, Owain

    1. Foreword
      Owain Self
      Trading Spring 2011, 2011 (1) 10-13

  3. Sharpe, Kathryn

    1. Capturing Block Liquidity to Improve Algorithm Performance
      Hitesh Mittal, Kathryn Sharpe and Nigam Saraiya
      Trading Spring 2011, 2011 (1) 63-70

  4. Simonian, Joseph

    1. Asset Allocation: Systemic Liquidity as a Risk Factor
      Sébastien Page, Joseph Simonian and Fei He
      Trading Spring 2011, 2011 (1) 19-23

V

  1. Venkataraman, Kumar

    1. Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
      for Assessing Market Quality
      Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman
      Trading Spring 2011, 2011 (1) 24-44

W

  1. Wald, Joseph

    1. Application of Order Awareness Technology in
      Algorithms for the Buy Side
      Joseph Wald
      Trading Spring 2011, 2011 (1) 59-62
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Trading: 2011 (1)
Guide to Global Liquidity 3
Vol. 2011, Issue 1
Spring 2011
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