Speaker Presentations |
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Please find below the speaker presentations for download.
The missing presentations are from speakers who have not or not yet given permission to make their talk available.
Many thanks for your kind understanding!
High-Frequency Trading Competition by J. Brogaard
Data Abundance and Asset Price Informativeness by T. Foucault
We have all become High Frequency Traders: What are some implications? by F. Hatheway
Price Discovery Without Trading: Evidence from Limit Orders by T. Hendershott
Latency in Automated Trading Systems by A. Kirilenko
Dimensional Analysis and Market Microstructure Invariance by P. Kyle
High-Frequency Trading around Large Institutional Orders by A. Menkveld
Testing for the maximal rank of the volatility process in noisy diffusion models by M. Podolskij
High-Frequency Trading and Insider Trading by P. Protter
High-Frequency data: Why are we looking at this? by C. Rogers
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program by M. Rosenbaum