Session Overview | |
Location: 2A-24 (floor 2) |
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8:30am - 10:00am |
MM 01: Frictions Location: 2A-24 (floor 2) Chair: Angelo Ranaldo, University of St.Gallen Asset Heterogeneity, Market Fragmentation, and Quasi-Consolidated Trading Johns Hopkins University, United States of America (In)efficient repo markets 1: University of Bristol, United Kingdom; 2: Swiss Finance Institute, USI Lugano; 3: Swiss Finance Institute, University of Lausanne, CEPR Intermediary Market Power and Capital Constraints 1: Boston College, United States of America; 2: Bank of Canada |
10:30am - 12:00pm |
MM 02: Information Location: 2A-24 (floor 2) Chair: Barbara Rindi, Bocconi University Less is More INSEAD Whence LASSO? A Rational Interpretation 1: Chinese University of Hong Kong, Shenzhen; 2: George Mason University, United States of America; 3: University of Toronto, Canada Trades, Quotes, and Information Shares 1: Stockholm University, Sweden; 2: VU Amsterdam, the Netherlands |
1:30pm - 3:00pm |
MM 03: Market Microstructure: Competition Location: 2A-24 (floor 2) Chair: Laurence Daures-Lescourret, ESSEC Business School The Retail Execution Quality Landscape 1: Wilfrid Laurier University, Canada; 2: Ohio State University, USA Payment for Order Flow and Asset Choice 1: University of Maryland, United States of America; 2: Carnegie Mellon University Market fragmentation and price impact University of Memphis, United States of America |
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8:30am - 10:00am |
MM 04: Market Microstructure: Design Location: 2A-24 (floor 2) Chair: Sophie Moinas, Toulouse School of Economics Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact 1: UBC, Canada; 2: University of Alberta; 3: Northwestern, Kellogg Optimal Fee Pricing 1: Norwegian School of Economics, Norway; 2: Bocconi University, IGIER, Baffi-Carefin; 3: Tepper School of Business, Carnegie Mellon University Imperfect Competition and the Financialization of Commodities Markets Banque de France, France |
10:30am - 12:00pm |
MM 05: Crypto Markets Location: 2A-24 (floor 2) Chair: Alfred Lehar, University of Calgary On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges University of St.Gallen, Switzerland Price Discovery on Decentralized Exchanges Columbia University, United States of America Competition in the Market for Cryptocurrency Exchanges 1: Fudan University; 2: University of Chicago Booth School of Business |
1:30pm - 3:00pm |
HF 03: Financial Literacy and Financial Decisions Location: 2A-24 (floor 2) Chair: Laurent Calvet, SKEMA Business School Disparities in Financial Literacy, Pension Planning, and Saving Behavior 1: ZEW-Leibniz Center for European Ecnomic Research, Germany; 2: Goethe University Frankfurt Business Education and Portfolio Returns 1: Frankfurt School of Finance and Management, Germany; 2: SOFI, Stockholm University and Stockholm School of Economics; 3: Sveriges Riksbank; 4: CEPR The Banker in Your Social Network 1: Aalto University School of Business, BI Norwegian Business School, and IFN; 2: Aalto University School of Business; 3: University of Amsterdam |
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9:30am - 11:00am |
HF 04: Inequalities Location: 2A-24 (floor 2) Chair: Giorgia Barboni, University of Warwick Financial Frictions and Human Capital Investments Northwestern University, United States of America Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns 1: ESSEC Business School, France; 2: Stockholm School of Economics Shocking Wealth: The Long-Term Impact of Housing Wealth Taxation Erasmus University Rotterdam, Netherlands, The |
11:30am - 1:00pm |
MM 06: Man or Machine? Location: 2A-24 (floor 2) Chair: Andreas Park, University of Toronto HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading 1: Bank for International Settlements; 2: University of New South Wales; 3: University of St. Gallen; 4: Vrije Universiteit Amsterdam Algorithmic Pricing and Liquidity in Securities Markets HEC Paris, France Relationship Discounts in Corporate Bond Trading 1: Bank for International Settlements, Switzerland; 2: Bank of England |