Market Fragmentation and Market Quality: The European Experience.- Pre-trade Transparency and the Information Content of the Limit Order Book.- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets.- News Trader, Liquidity and Transaction Cost.- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility.- Finance and Growth Causality: Empirical Evidence for Emerging Europe.- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area.- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH).- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators.- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region.
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