Volume 16, Issue 2

General research and focus theme section on Financial Market Engineering

Editorial
Hans-Dieter Zimmermann, Hubert Österle, Beat F. Schmid, Michael Schachtner   

Preface to the Focus Theme Section: 'Financial Market Engineering'
Christof Weinhardt, Bruce W. Weber, Terrence Hendershott, Dirk Neumann, Robert A. Schwartz   

Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market
Peter Gomber, Miroslav Budimir, Uwe Schweickert   

The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms
Michael S. Piwowar, Li Wei   

Towards Multi-Attribute Double Auctions for Financial Markets
Henner Gimpel, Juho Mäkiö   

Dynamics of Market Liquidity of Tunisian Stocks: An Analysis of Market Resiliency
Dorra Mezzez Hmaied, Adel Grar, Olfa Benouda Sioud   

Drawing Emerging Business Models for the Mobile Music Industry
Pavlos Vlachos, Adam Vrechopoulos, Adamantia Pateli

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