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Volume 16, Issue 2
General research and focus theme section on Financial Market Engineering.
Contents
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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