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The Cambridge-INET Institute

 

Vasco Carvalho Reflects on the Success of Cambridge-INET

The Cambridge-INET Institute was created in the wake of the Global Financial Crisis and advances innovative approaches in economics.

Published on: Friday 18th June 2021

Tags:

Networks

Transmission Mechanisms

Financial Markets

Information


Fast Trading and the Virtue of Entropy

Professor Giancarlo Corsetti, Romain Lafarguette and Arnaud Mehl have published an article for VOXeu titled "Fast Trading and the Virtue of Entropy". This column argues that high-frequency trading can increase market efficiency and the quality of trade.

Published on: Wednesday 14th August 2019

Tags:

Trade

Markets

Financial Markets


Fast Trading and the Virtue of Entropy

Professor Giancarlo Corsetti has just published a paper in the European Central Bank's (ECB) Working Paper Series. The paper "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market" is joint with Romain Lafarguette and Arnaud Mehl.

Published on: Wednesday 31st July 2019

Tags:

Foreign Exchange Market

Financial Markets

Trade

Macroeconomics


Big Data in Financial Markets Conference

Cambridge INET and CERF will be holding a Big Data in Financial Markets conference on 24th - 25th May 2018 in Winstanley theatre, Trinity College. Please register your interest.

Event Date: Thursday 24th May 2018 - Friday 25th May 2018

Tags:

Big Data

Financial Markets

Theme: empirical


Understanding Financial Markets Event, at the British Academy

Understanding Financial Markets: Professor Maureen O'Hara (Cornell) and Elroy Dimson (Judge Business School) will give talks on "Understanding Financial Markets: Research, Practice and Policy" at the British Academy, London on 30th April 2014, from 6.30 - 8.00 pm.

Event Date: Wednesday 7th May 2014

Tags:

Financial Markets

Policy

Theme: empirical


Workshop on Forecasting in Financial Markets

Cambridge-INET is hosting a Workshop on Forecasting in Financial Markets on Thursday 6th March 2014, from 1.00pm to 6.00pm in the Winstanley Lecture Theatre, Trinity College, Cambridge.

Event Date: Thursday 6th March 2014

Tags:

Forcasting

Financial Markets

Theme: empirical