目錄
Editor’s Introduction to the Special Issue on Market Microstructure
編輯對市場微觀結構的介紹特刊
Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective
股票市場結構和未解決問題的持續存在:微觀結構的視角
A Practitioner Perspective on Trading and the Implementation of Investment Strategies
從業者的角度對貿易和投資策略的實現
Emerging Technologies and the Transformation of Exchange Trading Platforms
新興技術與交易所交易平台的轉型
Market Design—A Practitioner’s Perspective
市場設計一個實踐者的角度
A Primer on Liquidity from an Asset Management and Asset Allocation Perspective
資産管理和資産配置視角的流動性入門
Corporate Bond Trading: Finding the Customers’ Yachts
企業債券交易:尋找客戶的遊艇
The Return of the Call Auction
集合競價的回歸
Market Impact Decay and Capacity
市場影響衰減和能力
Endogenous Dynamics of Intraday Liquidity
流動性盤中的内生動力
Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision
神秘指數再平衡:分析流動性供應的成本
Mean-Variance Optimization for Simulation of Order Flow
均值-方差仿真優化的訂單流
Social Networks, Trading, and Liquidity
社交網絡,交易,和流動性
原文鍊接:https://jpm.pm-research.com/content/48/6
翻譯:有道翻譯
整理者:楊璐