Program Committee |
Tarun Chordia, Goizueta School, Emory University |
The Stern/Salomon Microstructure Conference is open to everyone with an interest in market microstructure research.
This year the meeting is virtual, on Zoom. The plan is for six papers arranged in one-hour slots, from 8:55 am to 3:15pm (Eastern US time).
The timing will be 20/15/10 (presenter/discussant/Q&A). After the "formal" ten-minute Q&A, there will be fifteen minutes of extended Q&A/break.
REGISTRATION LINK [If this link is blocked, please RSVP to salomon@stern.nyu.edu]
Further details on the conference and registration will be posted on this site.
Eastern US Time |
|
8:55 |
Welcome |
9:00 |
Session chair: Joel Hasbrouck Zero-Commission Individual Investors, High Frequency Traders, and Stock Market Quality |
10:00 |
Session chair: Tarun Chordia On the Effects of Continuous Trading |
11:00 |
Session chair: Paolo Pasquariello The Design of a Central Counterparty |
12:00 |
Tribute to Craig Holden Stacey Jacobsen, Cox School, SMU |
12:15 |
Session chair: Clara Vega Monetary Policy Transmission in Segmented Markets |
1:15 |
Session chair: Gideon Saar The Value of Off-Exchange Data |
2:15 |
Session chair: Haoxiang Zhu Size Discount and Size Penalty: Trading Costs in Bond Markets |
3:15 |
Adjourn |