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The market microstructure of the European Climate Exchange

Mizrach, Bruce Marshall; Otsubo, Yoichi - 2011 - Rev.: March 16, 2011

This paper analyzes the market microstructure of the European Climate Exchange, the largest EU ETS trading venue. The ECX captures 2/3 of the screen traded market in EUA and more than 90% in CER. Trading volumes are active, with EUA volume doubling in 2009. Spreads range from €0.02 to €0.06...

Persistent link: https://www.econbiz.de/10009428248

A video interview with James Hamilton

Mizrach, Bruce Marshall - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 2, pp. 1-3

Persistent link: https://www.econbiz.de/10009513635

A video interview of Buz Brock

Brock, Buz (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10003283186

A video interview of James Stock

Mizrach, Bruce Marshall - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 393-395

Persistent link: https://www.econbiz.de/10011339411

The microstructure of a U.S. Treasury ECN : the BrokerTec platform

Fleming, Michael J.; Mizrach, Bruce Marshall; Nguyen, … - In: Journal of financial markets 40 (2018), pp. 2-22

Persistent link: https://www.econbiz.de/10012001820

Market quality breakdowns in equities

Gao, Cheng; Mizrach, Bruce Marshall - In: Journal of financial markets 28 (2016), pp. 1-23

Persistent link: https://www.econbiz.de/10011722226