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Conference Time: 11th May 2025, 06:12:41pm KST
 

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).

Please note that all times are shown in the time zone of the conference. The current conference time is: 11th May 2025, 06:12:41pm KST

 
Authors
 
Session Overview
Session
Supplying Liquidity
Time:
Saturday, 31/May/2025:
8:30am - 10:15am

Session Chair: John Chi-Fong Kuong, Chinese University of Hong Kong
 Location: Studio 6

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Presentations

Stealthy Shorts: Informed Liquidity Supply

Amit Goyal1, Adam Reed2, Esad Smajlbegovic3, Amar Soebhag3

1University of Lausanne; 2University of North Carolina at Chapel Hill; 3Erasmus University Rotterdam

Discussant: Xinran Zhang (Central University of Finance and Economics)


Dual Trading, Fee Competition, and Price Discovery at the Market Close

Jingxiong {Tony} Hu1, Jiaheng Yu2

1University of Warwick; 2University of Hong Kong

Discussant: Dominik Roesch (University at Buffalo)


The Market for 0-Days-to-Expiration: The Role of Liquidity Providers in Volatility Attenuation

Greg Adams1, Jean-Sebastien Fontaine1, Chayawat Ornthanalai2

1Bank of Canada; 2University of Toronto

Discussant: Karamfil Todorov (Bank for International Settlements)



 
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