Trading and Exchanges Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis) 0195144708, 9780195144703

This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the ru

991 133 7MB

English Pages 656 Year 2002

Table of contents :
Contents
1 Introduction
2 Trading Stories
Part I: The Structure of Trading
3 The Trading Industry
4 Orders and Order Properties
5 Market Structures
6 Order-driven Markets
7 Brokers
Part II: The Benefits of Trade
8 Why People Trade
9 Good Markets
Part III: Speculators
10 Informed Traders and Market Efficiency
11 Order Anticipators
12 Bluffers and Market Manipulation
Part IV: Liquidity Suppliers
13 Dealers
14 Bid/Ask Spreads
15 Block Traders
16 Value Traders
17 Arbitrageurs
18 Buy-Side Traders
Part V: Origins of Liquidity and Volatility
19 Liquidity
20 Volatility
Part VI: Evaluation and Prediction
21 Liquidity and Transaction Cost Measurement
22 Performance Evaluation and Prediction
Part VII: Market Structures
23 Index and Portfolio Markets
24 Specialists
25 Internalization, Preferencing, and Crossing
26 Competition Within and Among Markets
27 Floor Versus Automated Trading Systems
28 Bubbles, Crashes, and Circuit Breakers
29 Insider Trading
Bibliography
Index
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
Y
Z

Trading and Exchanges Market Microstructure for Practitioners (Financial Management Association Survey and Synthesis)
0195144708, 9780195144703

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