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The Microstructure Exchange
Приєднався 10 кві 2020
A virtual seminar for market microstructure research.
Відео
TME: Mark Kerßenfischer (Deutsche Bundesbank)
Переглядів 168Місяць тому
Outages in sovereign bond markets with Caspar Helmus (Deutsche Bundesbank) Presented at TME on Nov 12
TME: Maureen O'Hara (Cornell)
Переглядів 226Місяць тому
Navigating the Murky World of Hidden Liquidity with Robert P. Bartlett (Stanford) Presented on Oct 29, 11 a.m. (New York time)
TME: Stefan Scharnowski (Mannheim)
Переглядів 2852 місяці тому
A Tale of Two Cities - Inter-Market Latency and Fast-Trader Competition with Satchit Sagade (Nasdaq), Erik Theissen (Mannheim), and Christian Westheide (Vienna) Presented at TME on Oct 15
TME: Dmitriy Muravyev (UCIC)
Переглядів 2222 місяці тому
An Anatomy of Retail Option Trading with Vincent Bogousslavsky (Boston College) Presented at TME on Oct 1, 11 a.m. (New York time)
TME: Joel Hasbrouck (NYU)
Переглядів 2936 місяців тому
An Economic Model of a Decentralized Exchange with Concentrated Liquidity with Thomas Rivera (McGill) and Fahad Saleh (Wake Forest) Presented at TME on May 28, 11 a.m. (New York time)
TME: Chester Spatt (Carnegie Mellon)
Переглядів 2557 місяців тому
What does best execution look like? with Thomas Ernst (Maryland), Andrey Malenko (Boston College), and Jian Sun (Singapore Management University) April 30, 11 a.m. (New York time)
TME: Kumar Venkataraman (SMU)
Переглядів 1548 місяців тому
Receiving Investors in the Block Market for Corporate Bonds with Stacey Jacobsen (SMU) April 16, 11 a.m. (New York time)
TME: Karamfil Todorov (BIS)
Переглядів 2818 місяців тому
ETFs, Illiquid Assets, and Fire Sales with John Shim (Notre Dame) April 2, 11 a.m. (New York time)
TME: Yunus Topbas (Peking University)
Переглядів 2359 місяців тому
When Exchanges Are Not Exchanges: Evidence From Two Types of Dark Trading with Mao Ye (Cornell) Presented on March 19, 11 a.m. (New York time)
TME: Jun Wu (Wharton)
Переглядів 2499 місяців тому
In the Blink of an Eye: Exchange-to-SIP Latency and Trade Classification Accuracy with Craig Holden (Indiana) and Matthew Pierson (Wharton) Presented at TME on March 5, 11 a.m. (New York time)
TME: Carole Comerton-Forde (Melbourne)
Переглядів 250Рік тому
Identifying High Frequency Trading Activity without Proprietary Data with Bidisha Chakrabarty (St. Louis) and Roberto Pascual (Universidad de las Islas Baleares) Presented on December 12, 11 a.m. (New York time)
TME: Markus Bak-Hansen (HEC Paris)
Переглядів 173Рік тому
Customers, Dealers and Salespeople: Managing Relationships in Over-the-Counter Markets Coauthored with David Sloth (Danske Bank) Presented at TME on Nov 28, 2023
TME: Mehmet Sağlam (Cincinatti)
Переглядів 141Рік тому
Democratizing or Demoralizing: The Impact of Robinhood on Trading Costs and Volatility Coauthored with Preston Mantel (Cincinatti) Presented at TME on Nov 14, 2023
TME: Bart Yueshen (Singapore Management University)
Переглядів 160Рік тому
Paper: Anticompetitive Price Referencing Coauthored with Vincent van Kervel (Pontificia Universidad Católica de Chile) Presented on Oct 31, 2023, 11 a.m.
The Microstructure Exchange: Robert Battalio (Notre Dame)
Переглядів 3812 роки тому
The Microstructure Exchange: Robert Battalio (Notre Dame)
The Microstructure Exchange: Sander Schwenk-Nebbe (Aarhus)
Переглядів 2782 роки тому
The Microstructure Exchange: Sander Schwenk-Nebbe (Aarhus)
The Microstructure Exchange: Jiaheng Yu (MIT)
Переглядів 3702 роки тому
The Microstructure Exchange: Jiaheng Yu (MIT)
The Microstructure Exchange: Vincent van Kervel (Pontificia Universidad Católica de Chile)
Переглядів 2472 роки тому
The Microstructure Exchange: Vincent van Kervel (Pontificia Universidad Católica de Chile)
The Microstructure Exchange: Dermot Murphy (UIC)
Переглядів 3012 роки тому
The Microstructure Exchange: Dermot Murphy (UIC)
Microstructure Exchange: Markus Baldauf (UBC)
Переглядів 2652 роки тому
Microstructure Exchange: Markus Baldauf (UBC)
Moore Jessica Rodriguez Mary Robinson Thomas
some team are actively modeling the identity of the taker (either MM or retail), which would be useful for researchers.
Promo SM
Finance people are getting old. 20 years passed so fast
If you're loud and really dumb, you do better than people with precise signals. XD
This was so fun!! Become a YT god > P r o m o S M .
Thanks for the great presentation. I have been watching Haim bodek and Dave Lauer's presentations and their work brought me here.
Eric budish is fantastic 😊
𝓹𝓻𝓸𝓶𝓸𝓼𝓶
This is an awesome channel
Very insightful professor..
💯
👍
Very informative, can you post the slides or a link please? Thank you 💯
Paper and slides are at microstructure.exchange/
Very Well Done Dmitriy!