A Trading Desk’s View of Market Quality

• Corporate Author: SpringerLink (Online service)
• Other Authors: Schwartz, Robert A. (Editor), Byrne, John Aidan (Editor), Colaninno, Antoinette (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2005.
• Series: Zicklin School of Business Financial Markets Conference Series Baruch College
• Subjects: Finance.; Finance, general.

"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, measured, monitored, and improved? What is the evidence about the current state of our markets? How effective have recent innovations been? How can we better meet invest...

Table of Contents:

• Recent Evidence on Market Quality
• Intra-Day Volatility: Friend or Foe?
• View from the Trading Desks
• View from an ECN
• Perspective of the Market Architects
• Does Best Execution Make Sense?
• Thoughts from a Former Regulator
• Volatility in U.S. and European Equity Markets: An Assessment of Market Quality.