RT Journal Article
SR Electronic
T1 Evidence-Based Regulatory Policy Making for Financial Markets: <em>A Panel Discussion of a Proposed Framework for Assessing Market Quality</em>
JF The Journal of Trading
FD Institutional Investor Journals
SP 69
OP 89
DO 10.3905/jot.2011.6.3.069
VO 6
IS 3
A1 deB. Harris, Frederick H.
A1 Aitken, Michael J.
A1 Berkeley, Alfred R.
A1 Overdahl, James
A1 Venkataraman, Kumar
YR 2011
UL http://jot.pm-research.com/content/6/3/69.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.