Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 29th Apr 2024, 08:41:00am CEST

 
Only Sessions at Location/Venue 
 
 
Session Overview
Location: 2A-24 (floor 2)
Date: Thursday, 17/Aug/2023
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

Wei Li, Zhaogang Song

Johns Hopkins University, United States of America



(In)efficient repo markets

Tobias Dieler1, Loriano Mancini2, Norman Schürhoff3

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

Jason Allen2, Milena Wittwer1

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

Bart Zhou Yueshen, Junyuan Zou

INSEAD



Whence LASSO? A Rational Interpretation

Wen Chen1, Bo Hu2, Liyan Yang3

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

Björn Hagströmer1, Albert J. Menkveld2

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

Anne Dyhrberg1, Andriy Shkilko1, Ingrid Werner2

1: Wilfrid Laurier University, Canada; 2: Ohio State University, USA



Payment for Order Flow and Asset Choice

Thomas Ernst1, Chester Spatt2

1: University of Maryland, United States of America; 2: Carnegie Mellon University



Market fragmentation and price impact

Lewen Guo, Pankaj Jain

University of Memphis, United States of America

Date: Friday, 18/Aug/2023
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

Markus Baldauf1, Christoph Frei2, Joshua Mollner3

1: UBC, Canada; 2: University of Alberta; 3: Northwestern, Kellogg



Optimal Fee Pricing

Roberto Ricco'1, Barbara Rindi2, Duane Seppi3

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

Hugues Dastarac

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

Andrea Barbon, Angelo Ranaldo

University of St.Gallen, Switzerland



Price Discovery on Decentralized Exchanges

Agostino Capponi, Ruizhe Jia, Shihao Yu

Columbia University, United States of America



Competition in the Market for Cryptocurrency Exchanges

Junyi Hu1, Anthony Lee Zhang2

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

Tabea Bucher-Koenen1, Andreas Hackethal2, Johannes Kasinger2, Christina Laudenbach2

1: ZEW-Leibniz Center for European Ecnomic Research, Germany; 2: Goethe University Frankfurt



Business Education and Portfolio Returns

Adam Altmejd2, Thomas Jansson3, Yigitcan Karabulut1,4

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

Samuli Knüpfer1, Elias Rantapuska2, Theresa Spickers3

1: Aalto University School of Business, BI Norwegian Business School, and IFN; 2: Aalto University School of Business; 3: University of Amsterdam

Date: Saturday, 19/Aug/2023
9:30am
-
11:00am
HF 04: Inequalities
Location: 2A-24 (floor 2)
Chair: Giorgia Barboni, University of Warwick
 

Financial Frictions and Human Capital Investments

Menaka Hampole

Northwestern University, United States of America



Soft Negotiators or Modest Builders? Why Women Earn Lower Real Estate Returns

Laurent Bach1, Anastasia Girshina2, Paolo Sodini2

1: ESSEC Business School, France; 2: Stockholm School of Economics



Shocking Wealth: The Long-Term Impact of Housing Wealth Taxation

Matthijs Korevaar, Peter Koudijs

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

Wenqian Huang1, Peter O'Neill2, Angelo Ranaldo3, Shihao Yu4

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

Jean-Edouard Colliard, Thierry Foucault, Stefano Lovo

HEC Paris, France



Relationship Discounts in Corporate Bond Trading

Simon Jurkatis2, Andreas Schrimpf1, Karamfil Todorov1, Nick Vause2

1: Bank for International Settlements, Switzerland; 2: Bank of England


 
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: EFA 2023
Conference Software: ConfTool Pro 2.6.149+TC
© 2001–2024 by Dr. H. Weinreich, Hamburg, Germany