Overview

Market microstructure, the study of financial market frictions at a micro level, helps us refine our understanding of what may be driving market liquidity and provides tools to investors of all stripes to profit from this knowledge. In Stock Market Liquidity, editors and financial experts Francois-Serge Lhabitant and Greg Gregoriou bring together the best minds in the business to address this issue and discuss their thoughts on other innovative topics associated with liquidity in today's markets.

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FranCOis-Serge Lhabitant, PhD, is the Chief Investment Officer at Kedge Capital. He was formerly a member of senior management at Union Bancaire Privee in Geneva, where he was in charge of quantitative risk management and, subsequently, of the quantitative research for alternative portfolios. Lhabitant is currently a Professor of Finance at the University of Lausanne (Switzerland) and at the EDHEC Business School (France). He is also the coeditor or author of several Wiley titles, including Commodity Trading Advisors, Hedge Funds: Quantitative Insights, Handbook of Hedge Funds, and Hedge Funds: Myths and Limits. Greg N. Gregoriou, PhD, is Professor of Finance in the School of Business and Economics at the State University of New York at Plattsburgh. He is a hedge fund editor for the peer-reviewed scientific publication Journal of Derivatives & Hedge Funds (London) and an editorial board member for the Journal of Wealth Management and the Journal of Risk Management in Financial Institutions. Gregoriou has authored over fifty articles on hedge funds and managed futures in various peer-reviewed publications, and is coeditor or coauthor of several Wiley titles, including Commodity Trading Advisors, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, and Evaluating Hedge Fund and CTA Performance.

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