Table of contents - Special Issue: International market microstructure: answering global problems with micro solutions
Guest Editors: Michael Pagano
International market structure: global problems and micro solutions
Michael S. PaganoThe purpose of this paper is to present new empirical evidence on global trends in equity‐related transaction costs and trading volume, as well as to highlight recent research in…
What order flow reveals about the role of the underwriter in IPO aftermarkets
Michael Aitken, Frederick H. deB., Thomas H. McInish, Kathryn WongThe purpose of this paper is to investigate the cross‐sectional determinants of the role of the underwriter in aftermarket price discovery.
Market making in international capital markets: Challenges and benefits of its implementation in emerging markets
Andreas Charitou, Marios PanayidesThe purpose of this paper is to critically evaluate the different market‐making systems found in most developed capital markets and to provide guidance to emerging market…
Electronic communication networks, market makers, and the components of the bid‐ask spread
T. Shawn Strother, James W. Wansley, Phillip DavesThe purpose of this paper is to investigate how quotes originating via electronic communication networks (ECN)s affect trading costs.
On the relationship between trading volume and stock price volatility in CASE
Eric Girard, Mohammed OmranThe purpose of this paper is to examine the change in speed of dissemination of order flow information on stock volatility of return in 79 traded companies at the Cairo and…
Intraday return and volatility spill‐over across international copper futures markets
Donald Lien, Li YangThe purpose of this paper is to investigate the short‐run return and volatility spill‐overs across three major international copper futures markets: London Metal Exchange (LME)…
ISSN:
1743-9132Online date, start – end:
2005Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Dr Alfred Yawson