Capital Markets: Market Microstructure eJournal
Editor: G. William Schwert
University of Rochester

This eJournal distributes working and accepted paper abstracts covering a range of topics, including bid-ask spreads, the microstructure of different markets, and the role of inventory costs and asymmetric information on trading of risky assets.

Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.

Sample Issue

Capital Markets: Market Microstructure eJournal Advisory Board
Click on the individual's name below to view the editor or advisory board member's author home page.

Editor: G. William Schwert
University of Rochester


Edward I. Altman

Geert Bekaert

Dennis R. Capozza

Donald Chew

J. David Cummins

Douglas W. Diamond

Eugene F. Fama

Stephen Figlewski

Kenneth R. French

Stuart Greenbaum

Campbell Harvey

Michael C. Jensen

Jonathan M. Karpoff

Kenneth Lehn

Stanley R. Pliska

Charles I. Plosser

Katherine Schipper

Alan Schwartz

William F. Sharpe

Rene M. Stulz

Ross L. Watts