Conference Agenda


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Session Overview
Session
MM 03: Over the counter intermediation
Time:
Friday, 27/Aug/2021:
3:30pm - 5:00pm

Session Chair: Ailsa Roell, Imperial College Business School
Location: Stream 03

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Presentations
ID: 1026

Liquidity in the Cross Section of OTC Assets

Semih Uslu1, Guner Velioglu2

1Johns Hopkins University, United States of America; 2Loyola University Chicago, United States of America

Discussant: Norman Schuerhoff (SFI at University of Lausanne)

1026-MM-EFA2021-Liquidity in the Cross Section of OTC Assets.pdf


ID: 2086

Information Chasing versus Adverse Selection

Junyuan ZOU1, Gabor Pinter2, Chaojun Wang3

1INSEAD; 2Bank of England; 3The Wharton School

Discussant: Vincent Fardeau (NRU Higher School of Economics)

2086-MM-EFA2021-Information Chasing versus Adverse Selection.pdf


ID: 2256

Size Discount and Size Penalty: Trading Costs in Bond Markets

Gabor Pinter1, Chaojun Wang2, Junyuan Zou3

1Bank of England; 2University of Pennsylvania; 3INSEAD

Discussant: Weiling Liu (Northeastern University)

2256-MM-EFA2021-Size Discount and Size Penalty.pdf


 
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