The Journal of Portfolio Management

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Market Impact Decay and Capacity
Hector Chan

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 127-144; DOI: https://doi.org/10.3905/jpm.2022.1.382
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Endogenous Dynamics of Intraday Liquidity
Mikołaj Bińkowski and Charles-Albert Lehalle

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 145-169; DOI: https://doi.org/10.3905/jpm.2022.1.380
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Social Networks, Trading, and Liquidity
Lin Peng, Qiguang Wang and Dexin Zhou

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 196-215; DOI: https://doi.org/10.3905/jpm.2022.1.367
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Mean-Variance Optimization for Simulation of Order Flow
Petter N. Kolm and Nicholas Westray

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 185-195; DOI: https://doi.org/10.3905/jpm.2022.1.376
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A Practitioner Perspective on Trading and the Implementation of Investment Strategies
Joseph A. Cerniglia and Frank J. Fabozzi

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 30-44; DOI: https://doi.org/10.3905/jpm.2022.1.371
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Market Design—A Practitioner’s Perspective
Martin Reck

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 58-76; DOI: https://doi.org/10.3905/jpm.2022.1.383
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Demystifying Index Rebalancing: An Analysis of the Costs of Liquidity Provision
Ananth Madhavan, Jason Ribando and Nogie Udevbulu

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 171-184; DOI: https://doi.org/10.3905/jpm.2022.1.366
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Editor’s Introduction to the Special Issue on Market Microstructure
Frank J. Fabozzi and Robert A. Schwartz

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 1-5; DOI: https://doi.org/10.3905/jpm.2022.1.391
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Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective
Robert A. Schwartz, James Ross and Deniz Ozenbas

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 12-29; DOI: https://doi.org/10.3905/jpm.2022.1.384
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Emerging Technologies and the Transformation of Exchange Trading Platforms
Andy Novocin and Bruce Weber

The Journal of Portfolio Management Market Microstructure 2022, 48 (6) 45-57; DOI: https://doi.org/10.3905/jpm.2022.1.390

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