Conference Agenda

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

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)