Index
Abrosimova, Natalia, 400
Adelegan, Olatundun J., 476
Adjasi, Charles K., 477
Adverse selection, 254–255, 329–330, 432–433
Afego, Pyemo, 476
African Stock Exchange Association, 472
Agressive and innovative pricing, 180–181
Agtmael, Antoine van, 4
Ahn, Hee-Joon, 205
Aitken, Michael, 258, 335, 370
Akinkugbe, Oluyele, 400
Alampieski, Kiril, 207
Alasdair, D., 242
Albanesi, Stefania, 348
Albuquerque, Rui, 446
Algorithm adjusting for illiquidity, 435–436
Algorithmic models, 261
Algorithmic trading (AT)
vs. high-frequency trading, 265
and liquidity, 338
transaction costs and, 14, 433
Algorithmic trading programs (algos), 215
Al-Nahlehb, Marwan, 400
Alternative trading systems (ATS), 213
Al-Zaubia, Khaled, 400
American depository receipts (ADRs), 118
Amihud, Yakov, 161, 329, 408, 410, 413, 420
Amihud illiquidity measure, 410–411, 413, 420
Amsterdam Stock Exchange, 292
An, Yunbi, 294
Anand, Amber, 187, 271, 280, 371
Andersen, Torben G., 49, 445, 450
Anonymity and market transparency, 143–144
Anonymous bilateral mechanism, 168
Anshuman, V. Ravi, 199–200, 308
Arak, Marcelle, 315
Arbitrage, 183
Arrival of news and ...
Get Market Microstructure in Emerging and Developed Markets now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
