Supporting funding is provided by NASDAQ OMX through a grant to the Salomon Center at Stern.
|Program Committee||Tarun Chordia, Goizueta School, Emory University
Amit Goyal, HEC Lausanne
Joel Hasbrouck, Stern School, NYU
Bruce Lehmann, UCSD
Gideon Saar, Johnson School, Cornell University
The Stern Microstructure Conference is open to everyone with an interest in market microstructure research. The sessions will be held at the Management Education Center, 44 W. 4th St., NYC (near the southeast corner of Washington Square Park). For more complete directions see http://www.stern.nyu.edu/AboutStern/VisitStern/index.htm. There will be a registration desk in the lobby.
Registration Instructions: E-mail firstname.lastname@example.org with "SMC2016" in the subject line. Please indicate if you will be joining us for the dinner the night before. Other inquiries: email@example.com.
Please note: Hard copies of the papers will not be available at the conference. The schedule below is tentative and subject to revision. (Please don't make travel plans contingent on any particular ordering of the papers.)
|Thursday, May 19|
Dinner (open to all registered conference attendees)
|Friday, May 20|
|9:00 - 10:00||
Discrete or Continuous Trading? HFT Competition and Liquidity on Batch Auction Markets
|10:00 - 11:00||
Core-Periphery Trading Networks
Discussant: Ana Babus, Federal Reserve Bank of Chicago
|11:00 - 11:15||Break|
|11:15 - 12:15||
What Drives Price Dispersion and Market Fragmentation Across US Exchanges
Discussant: Larry Harris, University of Southern California
Trading Speed Competition: Can the Arms Race Go Too Far?
Throttling hyperactive robots - Order to Trade Ratios at the Oslo Stock Exchange
Discussant: Albert Menkveld, Vrije Universiteit Amsterdam
Information Asymmetry, Market Participation and Asset Prices
Discussant: Avanidhar Subrahmanyam, Anderson School, UCLA