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The Cambridge-INET Institute - continuing as the Janeway Institute


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

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





Theme: empirical