Table of Contents
Spring 2011; Volume 2011,Issue 1
A
Aitken, Michael J.
- You have accessEvidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market QualityFrederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar VenkataramanTrading Spring 2011, 2011 (1) 24-44
B
Berkeley, Alfred R.
- You have accessEvidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market QualityFrederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar VenkataramanTrading Spring 2011, 2011 (1) 24-44
Bruce, Brian R.
C
Cameron, David
- You have accessExiting a Burning Building: Structural Drivers
of Liquidity Shocks in Stock and Bond MarketsDavid Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David LeducTrading Spring 2011, 2011 (1) 45-49
Chakravarty, Sugato
- You have accessThe Relative Degree of Trade Fragmentation in an Automated, Transparent Stock ExchangeSugato Chakravarty, Petko S. Kalev and Linh T. PhamTrading Spring 2011, 2011 (1) 85-101
Challenger, Lynn
- You have accessExiting a Burning Building: Structural Drivers
of Liquidity Shocks in Stock and Bond MarketsDavid Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David LeducTrading Spring 2011, 2011 (1) 45-49
D
Doull, Ian
H
Harris, Frederick H. deB.
- You have accessEvidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market QualityFrederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar VenkataramanTrading Spring 2011, 2011 (1) 24-44
He, Fei
- You have accessAsset Allocation: Systemic Liquidity as a Risk FactorSébastien Page, Joseph Simonian and Fei HeTrading Spring 2011, 2011 (1) 19-23
Howell, Michael
- You have accessLiquidity, Duration, and the “Financial” Transmission MechanismMichael HowellTrading Spring 2011, 2011 (1) 72-84
J
Jacklin, Charles J.
- You have accessExiting a Burning Building: Structural Drivers
of Liquidity Shocks in Stock and Bond MarketsDavid Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David LeducTrading Spring 2011, 2011 (1) 45-49
Jaeger, Robert A.
- You have accessMarket Liquidity: Don’t Know What You’ve Got ‘Til
It’s GoneRobert A. JaegerTrading Spring 2011, 2011 (1) 14-18 - You have accessExiting a Burning Building: Structural Drivers
of Liquidity Shocks in Stock and Bond MarketsDavid Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David LeducTrading Spring 2011, 2011 (1) 45-49
K
Kalev, Petko S.
- You have accessThe Relative Degree of Trade Fragmentation in an Automated, Transparent Stock ExchangeSugato Chakravarty, Petko S. Kalev and Linh T. PhamTrading Spring 2011, 2011 (1) 85-101
L
Leduc, David
- You have accessExiting a Burning Building: Structural Drivers
of Liquidity Shocks in Stock and Bond MarketsDavid Cameron, Lynn Challenger, Charles J. Jacklin, Robert A. Jaeger and David LeducTrading Spring 2011, 2011 (1) 45-49
M
Merrin, Seth
Mittal, Hitesh
- You have accessCapturing Block Liquidity to Improve Algorithm PerformanceHitesh Mittal, Kathryn Sharpe and Nigam SaraiyaTrading Spring 2011, 2011 (1) 63-70
O
Overdahl, James
- You have accessEvidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market QualityFrederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar VenkataramanTrading Spring 2011, 2011 (1) 24-44
P
Page, Sébastien
- You have accessAsset Allocation: Systemic Liquidity as a Risk FactorSébastien Page, Joseph Simonian and Fei HeTrading Spring 2011, 2011 (1) 19-23
Pham, Linh T.
- You have accessThe Relative Degree of Trade Fragmentation in an Automated, Transparent Stock ExchangeSugato Chakravarty, Petko S. Kalev and Linh T. PhamTrading Spring 2011, 2011 (1) 85-101
Pickles, Chris
S
Saraiya, Nigam
- You have accessCapturing Block Liquidity to Improve Algorithm PerformanceHitesh Mittal, Kathryn Sharpe and Nigam SaraiyaTrading Spring 2011, 2011 (1) 63-70
Self, Owain
Sharpe, Kathryn
- You have accessCapturing Block Liquidity to Improve Algorithm PerformanceHitesh Mittal, Kathryn Sharpe and Nigam SaraiyaTrading Spring 2011, 2011 (1) 63-70
Simonian, Joseph
- You have accessAsset Allocation: Systemic Liquidity as a Risk FactorSébastien Page, Joseph Simonian and Fei HeTrading Spring 2011, 2011 (1) 19-23
V
Venkataraman, Kumar
- You have accessEvidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market QualityFrederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar VenkataramanTrading Spring 2011, 2011 (1) 24-44
W
Wald, Joseph
- You have accessApplication of Order Awareness Technology in
Algorithms for the Buy SideJoseph WaldTrading Spring 2011, 2011 (1) 59-62