Heinz Engl (Rector of the University of Vienna)

Opening Remarks

Pete Kyle (University of Maryland)

Dimensional Analysis and Market Microstructure Invariance

Andrei Kirilenko (Imperial College London)

Latency in Automated Trading Systems

Torben G. Andersen (Northwestern University)

Intraday Trading Invariance in Foreign Exchange Futures

Jonathan Brogaard (University of Washington)

High-Frequency Trading Competition

Mathieu Rosenbaum (University Paris 6)

How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program

Rama Cont (Imperial College London & CNRS, Paris)

Algorithmic trade execution and intraday market Dynamics

Philip Protter (Columbia University)

High Frequency Trading and Insider Trading

Thierry Foucault (HEC Paris)

Data Abundance and Asset Price Informativeness

Albert Menkveld (VU Amsterdam)

High-Frequency Trading around Large Institutional Orders

Terrence Hendershott (UC Berkely)

Price Discovery Without Trading: Evidence from Limit Orders

Mark Podolskij (Aarhus University)

Testing for the maximal rank of the volatility process in noisy diffusion models

Frank Hatheway (NASDAQ)

We have all become High-Frequency Traders: What are some implications?

Chris Rogers (University of Cambridge)

High-frequency data: why are we looking at this?

Jean-Philippe Bouchaud (CFM, Paris)

The square root law of Price Impact and the intrinsic fragility of financial markets