The Electronic Call Auction: Market Mechanism and Trading : Building a Better Stock Market
edited by Robert A. Schwartz
I. Call Auction Trading -- 1 The Call Auction Alternative -- 2 The Call Market: Historical Artifact or Market Architecture of the Future -- 3 Call Market Trading: History, Economics, and Regulation -- 4 An Electronic Call Market: Its Design and Desirability -- 5 Electronic Call Market Trading -- 6 The Option Properties of Limit Orders in Call and Continuous Environments -- 7 Considering Execution Performance in Electronic Call Market Design -- 8 Call Market Mechanism on The Paris Stock Exchange -- 9 Call Market Mechanism on Deutsche Börse -- 10 Call Market Mechanism on the Tel Aviv Stock Exchange -- 11 Who Should Trade in a Call Market? -- II. Investor Trading Practices and the Demand for Immediacy -- 12 Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy -- 13 Institutional Investor Trading Practices and Preferences -- 14 French Institutional Investors: Investment Process, Trading Practices and Expectations -- 15 The Demand for Immediacy on the Australian Stock Exchange (ASX) -- III. Market Structure: The Broader Picture -- 16 Technology Curves, Innovation and Financial Markets -- 17 Market Integration: What’s the Optimum Level? Serving the Needs of Institutional and Retail Investors -- 18 An Analogue Trader Views the Digital Market and Beyond -- 19 What’s Driving Market Structure? Technology or Regulation? -- 20 Financial Markets in the New Millennium: Will the Inmates Run the Asylum? -- 21 How Best to Supply Liquidity to a Securities Market -- 22 The OptiMark Experience: What Welearned -- 23 Dealer Markets, Derivative Expirations and a Call -- 24 Open Sesame: Alternative Opening Algorithms in Securities Markets -- 25 Call Market Trading in Germany A Pre-Xetra Analysis -- 26 Noise in the Price Discovery Process: A Comparison of Periodic and Continuous Auctions -- 27 The Effects of Automation on Market Efficiency in Auction and Specialist Markets -- 28 Technology’s Impact on the Equity Markets.
