Market fragmentation : monitoring and history -- Smart order routing -- Tick size; -- Information seeking and price discovery -- Dark pools and broker crossing networks -- Liquidity : the viewpoint of trading venues -- The agenda of high frequency traders -- The link between fragmentation and...

Key Features:Interdisciplinary comments on market microstructure (covering economy, quantitative finance, and econophysics)Covers a very large spectrum of phenomenon: high frequency trading, liquidity monitoring, the Flash Crash, systemic risk, fragmentation, Smart Order Routing, trade...