RT Journal Article
SR Electronic
T1 Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework
for Assessing Market Quality
JF Trading
FD Institutional Investor Journals
SP 24
OP 44
VO 2011
IS 1
A1 Frederick H. deB. Harris
A1 Michael J. Aitken
A1 Alfred R. Berkeley
A1 James Overdahl
A1 Kumar Venkataraman
YR 2011
UL http://guides.pm-research.com/content/2011/1/24.abstract
AB Senior practitioners, regulators, and academics discuss a proposed framework for assessing security market quality. Three metrics of market integrity and two metrics of market efficiency are presented for European, Asian, and North American exchanges.