Supporting funding is provided by NASDAQ OMX through a grant to the Salomon
Center at Stern.
| Organizer | Joel Hasbrouck, Stern School |
| Program Committee | Tarun Chordia, Goizueta School, Emory University |
| Amit Goyal, HEC Lausanne | |
| 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 salomon@stern.nyu.edu with "SMC2013" in the subject line. Please indicate if you will be joining us for the dinner the night before. Other inquiries: jhasbrou@stern.nyu.edu.
Please note: Hard copies of the papers will not be available at the conference.
| Thursday, May 9 |
|
| 6:30 pm | Dinner (open to all registered conference attendees) |
| Friday, May 10 | |
|
8:30 am |
Continental Breakfast |
| Morning chair: Bruce Lehmann, UCSD | |
|
9:00 - 10:00 |
Informed Trading Before Unscheduled Corporate Announcements Discussant: Ingrid Werner, Fisher College, Ohio State University |
|
10:00 - 11:00 |
Adverse Selection and Intermediation Chains Discussant: Vish Viswanathan, Fuqua, Duke University |
|
11:00 - 11:15 |
Break |
| 11:15 - 12:15 |
Exploratory Trading Discussant: Terry Hendershott, Haas School, University of California at Berkeley |
|
12:15-1:15 |
Lunch David Mechner, Pragma Trading |
| Afternoon chair: Gideon Saar, Johnson School | |
|
1:15-2:15 |
Competition of High-Frequency Market Makers and Market Quality Discussant: Charles Jones, Columbia University |
|
2:15-3:15 |
Asset Pricing Frictions in Fragmented Markets Discussant: Chester Spatt, Tepper School, Carnegie Mellon University |
|
3:15-3:30 |
Break |
|
3:30-4:30 |
Flickering Quotes Discussant: Ioanid Rosu, HEC |
|
4:30 |
Adjourn |