Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview
6.5: Market Trading and Microstructure 1
Thursday, 30/May/2019:
2:00pm - 4:15pm

Session Chair: Giovanni DellÂ’Ariccia, IMF
Location: Room 105


Market-making with Search and Information Frictions

Venky Venkateswaran1, Benjamin Lester2, Ali Shourideh3, Ariel Zetlin-Jones3

1NYU Stern School of Business, Feseral Reserve Bank of Minneapolis; 2Feseral Reserve Bank of Philadelphia; 3Carnegie Mellon University

Discussant: Yaron Leitner (Washington University)

Venkateswaran-Market-making with Search and Information Frictions-120.pdf

Trade with Ads

Vivian Fang, Joshua Madsen, Xinyuan Shao

University of Minnesota, United States of America

Discussant: Andrea Presbitero (International Monetary Fund)

Fang-Trade with Ads-871.pdf

Identifying Price Informativeness

Eduardo Davila2, Cecilia Parlatore1

1NYU Stern, United States of America; 2Yale University/New York University, Stern School of Business, and NBER

Discussant: Guofu Zhou (Washington University in St. Louis)

Davila-Identifying Price Informativeness-190.pdf

Institutional Counterparties and Performance

Ozgur Ince1, Greg Kadlec2, Steve McKeon3

1University of South Carolina, United States of America; 2Virginia Tech; 3University of Oregon

Discussant: Peter Haslag (Vanderbilt University)

Ince-Institutional Counterparties and Performance-790.pdf