Empirical Microstructure Workshop
This workshop confronts recent empirical findings in market microstructure with methodological developments in high-frequency econometrics to shed new light on important aspects of contemporary financial markets.
Organised by: Oliver Linton and Alexei Onatski
Venue: Winstanley Lecture Theatre, Trinity College
Event Date: Friday 28th November 2014
Time: 09:00am - 06:00pm
Speakers:
James Brugler (University of Cambridge)
Carole Comerton-Forde (University of Melbourne)
Nikolaus Hautsch (University of Vienna)
Ryoko Ito (University of Cambridge)
Ian Marsh (City University London)
Roel Oomen (Deutsche Bank
University of Amsterdam)
Jean-Pierre Zigrand (London School of Economics)
See programme for full details
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