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Workshop on Microstructure Theory and Application (March 12-14)

When Mar 12, 2015 09:00 AM to
Mar 14, 2015 06:00 PM
Where Winstanley Lecture Theatre, Trinity College
Contact Name
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Workshop on Microstructure Theory and Application

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


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 and Copenhagen Business School)

Gideon Saar (Cornell University) link to paper

Dimitri Vayanos (LSE) link to paper

Xavier Vives (IESE Business School)


Programme (click image below)

Draft Programme Workshop on Microstructure Theory and Application, 12-14 March 2015 

 More details can be found on the Conference website