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The Cambridge-INET Institute - continuing as the Janeway Institute


Workshop on Microstructure Theory and Application

This conference aims to bring together cutting edge theoretical and empirical research in market microstructure together to address issues of contemporary importance.

Organised by: Oliver Linton and Hamid Sabourian

Venue: Winstanley Lecture Theatre, Trinity College

Event Date: Saturday 14th March 2015

Time: 09:00am - 06:00pm

Yacine Ait-Sahalia (Princeton University)
Robert Almgren (New York University)
James Angel (Georgetown University) link to paper
Bruno Biais (IDEI)
Thierry Foucault (HEC - Paris) link to paper
Douglas Gale (Imperial College Business School)
Joel Hasbrouck (New York University) link to paper
Terry Hendershott (University of California at Berkeley)
Andrei Kirilenko (MIT)
Albert S. Kyle (University of Maryland) link to paper
Albert J. Menkveld (VU Univeristy Amsterdam)
Marco Pagano (Centre for Studies in Economics and Finance (CSEF)) link to paper
Andreas Park (University of Toronto an

See programme for full details

Event Website



Empirical Research

Theoretical Research

Theme: empirical information