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Market Microstructure in Emerging and Developed Markets by Halil Kiymaz, H. Kent Baker

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Index

Abad, David, 312, 314315

Abnormal returns, 392393

Abrosimova, Natalia, 400

Access and fairness, 190191

Adelegan, Olatundun J., 476

Adjasi, Charles K., 477

Admati, Anat R., 256, 355

Adverse selection, 254255, 329330, 432433

Afego, Pyemo, 476

African Stock Exchange Association, 472

Agarwal, Sumit, 293, 295

Agency trading, 162163

Agressive and innovative pricing, 180181

Agtmael, Antoine van, 4

Ahn, Hee-Joon, 205

Aitken, Michael, 258, 335, 370

Ait-Sahalia, Yacine, 449, 451

Akinkugbe, Oluyele, 400

Alagidede, Paul, 400, 467

Alampieski, Kiril, 207

Alasdair, D., 242

Albanesi, Stefania, 348

Albuquerque, Rui, 446

Algorithm adjusting for illiquidity, 435436

Algorithmic models, 261

Algorithmic trading (AT)

vs. high-frequency trading, 265

and liquidity, 338

trade process using, 162164

transaction costs and, 14, 433

Algorithmic trading programs (algos), 215

Al-Nahlehb, Marwan, 400

Alternative trading systems (ATS), 213

Alzahrani, Ahmed, 280281

Al-Zaubia, Khaled, 400

American depository receipts (ADRs), 118

Amihud, Yakov, 161, 329, 408, 410, 413, 420

Amihud illiquidity measure, 410411, 413, 420

Amsterdam Stock Exchange, 292

An, Yunbi, 294

Anand, Amber, 187, 271, 280, 371

Andersen, Torben G., 49, 445, 450

Angel, James, 277, 279, 281

Anonymity and market transparency, 143144

Anonymous bilateral mechanism, 168

Anshuman, V. Ravi, 199200, 308

ap Gwilym, Owain, 207, 335

Appiah-Kusi, Joe, 400, 473

Arak, Marcelle, 315

Arbitrage, 183

Argentina, 125, 395, 399402

Arrival of news and ...

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