Volume 16, Issue 2

Special issue on "Financial market engineering" and general research

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

Preface
Preface to the Focus Theme Section: 'Financial Market Engineering'

Christof Weinhardt, Bruce W. Weber, Terrence Hendershott, Dirk Neumann and Robert A. Schwartz

Research Paper - Special Issue
Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market

Peter Gomber, Miroslav Budimir and Uwe Schweickert

Research Paper - Special Issue
The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms

Michael S. Piwowar and Li Wei

Research Paper - Special Issue
Towards Multi-Attribute Double Auctions for Financial Markets

Henner Gimpel and Juho Mäkiö

Research Paper - Special Issue
Dynamics of Market Liquidity of Tunisian Stocks: An Analysis of Market Resiliency

Dorra Mezzez Hmaied, Adel Grar and Olfa Benouda Sioud

Research Paper - General Research
Drawing Emerging Business Models for the Mobile Music Industry

Pavlos Vlachos, Adam Vrechopoulos and Adamantia Pateli

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All abstracts and papers are available on this website.