Conference Agenda


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Session Overview
Session
MM 04: Exchange market design
Time:
Friday, 27/Aug/2021:
5:30pm - 7:00pm

Session Chair: Albert Menkveld, Vrije Universiteit Amsterdam
Location: Stream 03

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Presentations
ID: 456

Banning Dark Pools: Venue Selection and Investor Trading Costs

Christian Neumeier1, Arie Gozluklu2, Peter Hoffmann3, Peter O'Neill4, Felix Suntheim5

1Justus Liebig University Giessen, Macquarie University, Rozetta Institute, Fincancial Conduct Authority; 2Warwick Business School; 3European Central Bank (DG-Research); 4Financial Conduct Authority; 5International Monetary Fund

Discussant: Thomas Ernst (University of Maryland)

456-MM-EFA2021-Banning Dark Pools.pdf


ID: 143

High-Frequency Traders and Single-Dealer Platforms

Fatemeh Aramian, Lars L. Nordén

Stockholm Business School, Stockholm University, Sweden

Discussant: Markus Baldauf (UBC)

143-MM-EFA2021-High-Frequency Traders and Single-Dealer Platforms.pdf


ID: 2041

The Tradeoff between Discrete Pricing and Discrete Quantities: Evidence from U.S.-listed Firms

Sida Li1, Mao Ye1,2

1University of Illinois at Urbana-Champaign, United States of America; 2NBER

Discussant: Hendrik Bessembinder (Arizona State University)

2041-MM-EFA2021-The Tradeoff between Discrete Pricing and Discrete Quantities.pdf


 
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