Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework for Assessing Market Quality

Frederick H. deB. Harris; Michael J. Aitken; Alfred R. Berkeley; James Overdahl; Kumar Venkataraman

doi:10.3905/jot.2011.6.3.069

Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework for Assessing Market Quality

Frederick H. deB. Harris, Michael J. Aitken, Alfred R. Berkeley, James Overdahl and Kumar Venkataraman

The Journal of Trading Summer 2011, 6 (3) 69-89; DOI: https://doi.org/10.3905/jot.2011.6.3.069

Frederick H. deB. Harris

is the McKinnon Professor of Economics and Finance in the Schools of Business at Wake Forest University in Winston-Salem, NC.

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For correspondence: rick.harris@mba.wfu.edu

Michael J. Aitken

is the chair of Capital Markets Technologies in the Australian School of Business at the University of New South Wales in New South Wales, Australia.

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For correspondence: aitken@cmcrc.com

Alfred R. Berkeley

is the chairman of the Pipeline Financial Group in New York, NY.

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For correspondence: alfred.berkeley@pipelinetrading.com

James Overdahl

is a vice president at NERA Economic Consulting in Washington, DC.

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For correspondence: james.overdahl@nera.com

Kumar Venkataraman

is the Fabacher Professor of Finance at Southern Methodist University in Dallas, TX.

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For correspondence: kumar@mail.cox.smu.edu

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Abstract

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.

TOPICS: Exchanges/markets/clearinghouses, information providers/credit ratings

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Vol. 6, Issue 3

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Evidence-Based Regulatory Policy Making for Financial Markets: A Panel Discussion of a Proposed Framework for Assessing Market Quality