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Workshop on Microstructure (10 Oct 2017)

When Oct 10, 2017
from 10:00 AM to 05:00 PM
Where Winstanley Theatre, Trinity College, Cambridge
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Workshop on Microstructure (10 Oct 2017)



Alain Chaboud (FRB)

Title: 'Tick-size change, information advantage, and high-frequency trading'

Ian Marsh (Cass Business School)

Roel Oomen (Deutsche Bank)

Title:'Internalisation by electronic fx spot dealers' (joint work with Max Butz)

Lucas Pedace (Bank of England), Joseph Noss (Bank of England) and Ondrej Tobek (Cambridge)

 ‘The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets’



More details to follow


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