Conference Agenda


Program and access to virtual conference

  • All times refer to Brussels/Milan (CEST/UTC+2).
  • Zoom links are visible to registered participants who are logged into the system.
  • Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.
  • Check the time zones map.

Please note that all times are shown in the time zone of the conference. The current conference time is: 26th Sept 2021, 09:07:39am CEST

Zoom links will be made available 5 min before a session starts. You may have to reload the page to view the links.

 
 
Session Overview
Session
MM 02: Market Microstructure: Order Informativeness and Exchange Data Fees
Time:
Thursday, 26/Aug/2021:
3:30pm - 5:00pm

Session Chair: Barbara Rindi, Bocconi University
Location: Stream 04

Show help for 'Increase or decrease the abstract text size'
Presentations
ID: 2026

Competition and Exchange Data Fees

Jonathan Brogaard1, James Brugler2, Dominik Roesch3

1University of Utah; 2University of Melbourne; 3University of Buffalo

Discussant: Sunil Wahal (Arizona State University)

2026-MM-EFA2021-Competition and Exchange Data Fees.pdf


ID: 1028

Refusing the Best Price?

Sida Li1, Mao Ye1,2, Miles Zheng1

1University of Illinois at Urbana-Champaign, United States of America; 2National Bureau of Economic Research

Discussant: Kumar Venkataraman (Southern Methodist University)

1028-MM-EFA2021-Refusing the Best Price.pdf


ID: 792

The Conduits of Price Discovery: A Machine Learning Approach

Amy Kwan1, Richard Philip1, Andriy Shkilko2

1University of Sydney, Australia; 2Wilfrid Laurier University, Canada

Discussant: Rama Cont (University of Oxford)

792-MM-EFA2021-The Conduits of Price Discovery.pdf


 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: EFA 2021
Conference Software - ConfTool Pro 2.6.141+TC
© 2001 - 2021 by Dr. H. Weinreich, Hamburg, Germany