Similar Search Results

Equity Market Structure and the Persistence of Unsolved Problems : A Microstructure Perspective

Schwartz, Robert; Ross, James; Ozenbas, Deniz - 2022

This paper presents a brief historical perspective on the evolution of equity market structure and considers implications microstructure analysis has had for improving market structure. Since the 1975 Securities Acts Amendments mandated the development of a National Market System, the robust...

Persistent link: https://www.econbiz.de/10013406358

Volatility in US and European equity markets : An assessment of market quality

Ozenbas, Deniz - In: International finance 5 (2002) 1, pp. 437-461

Persistent link: https://www.econbiz.de/10001736524

Accentuated intraday stock price volatility : what is the cause?

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55

Persistent link: https://www.econbiz.de/10003980024

The return of the call auction

Ozenbas, Deniz; Schwartz, Robert A. - In: The journal of portfolio management : JPM 48 (2022) 6, pp. 110-126

Persistent link: https://www.econbiz.de/10014231645

Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022

Persistent link: https://www.econbiz.de/10012546626

Do high frequency trading firms provide two-sided liquidity?

Ozenbas, Deniz; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 44 (2018) 7, pp. 63-74

Persistent link: https://www.econbiz.de/10012260380

Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022 - 1st ed. 2022.

Chapter 1: Economics and the Equity Market: A Microeconomics Course Application -- Chapter 2: Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application -- Chapter 3: Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application -- Chapter...

Persistent link: https://www.econbiz.de/10012814615

Equity markets : structure, trading and performance

Schwartz, Robert A. - 1988

Persistent link: https://www.econbiz.de/10000750213

A challenge for equity markets on both sides of the Atlantic : can liquidity be augmented, volatility better controlled, and price discovery sharpened?

Schwartz, Robert A. - In: Zeitschrift für Bankrecht und Bankwirtschaft : ZBB 28 (2016) 6, pp. 387-398

Persistent link: https://www.econbiz.de/10015157275

Dark pools, fragmented markets, and the quality of price discovery

Schwartz, Robert A. - In: The journal of trading 5 (2010) 2, pp. 17-22

Persistent link: https://www.econbiz.de/10003972549