Index of Titles

A complete list of all conference contributions. Use the alphabetical filter or the search box below to find specific submissions. Click on any contribution to view its session details.

List by Initial Letter: A  B  C  D  E  F  G  H  I  J  K   L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z  All Titles  
 
Contribution Title Author(s) Session
Latency and the Look-Ahead Bias in Trade and Quote Data
Battalio, Robert (1); Holden, Craig (2); Pierson, Matthew (3); Shim, John (1); Wu, Jun (3)Market Microstructure
Limits To (Machine) Learning
Chen, Zhimin (1); Kelly, Bryan (2); Malamud, Semyon (3)Empirical Asset Pricing
Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices
Bai, Jennie (1); Bostrom, Erik (2); Infante, Sebastian (2); Ivashina, Victoria (3)Institutional Investors and Market Frictions