Workshop on market liquidity and microstructure invariance (15-16 October 2018)
| When |
Oct 15, 2018 09:00 AM
to
Oct 16, 2018 05:00 PM |
|---|---|
| Where | Winstanley lecture theatre, Trinity College, Cambridge |
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Workshop on market liquidity and microstructure invariance
Organiser: Prof. Oliver Linton
Venue: Winstanley Lecture Theatre, Trinity College
This event is funded by Cambridge-INET and CERF.
To register, please click on the Registration link (Close registration 5th October)
Confirmed speakers:
Torben Andersen (Northwestern - Kellogg)
Oleg Bondarenko (UIC Business)
David Elliott (BoE)
Andrei Kirilenko (Imperial)
Albert Kyle (Maryland)
Anna Obizhaeva (NES)
Roel Oomen (Deutsche Bank)
Ondrej Tobek (Cambridge)
Yajun Wang (Baruch College)
Xiaohong Chen (Yale) (19-28 November 2017)
Xiaohong Chen (Yale)
Host: Oliver Linton
Office: Room 55
The National Economics Foundation has decided to award the 2017 China Economics Prize to Gregory C. Chow and Chen Xiaohong, for their outstanding contributions on theoretical econometric research.
China economics prize link: http://english.nefchina.org/index.php?id=284
Alain Chaboud (Federal Reserve) (8-13 October 2017)
Alain Chaboud
Host: Oliver Linton
Office: Room 40
Songnian Chen (Hong Kong University of Science and Technology) (May 22-24 2017)
Songnian Chen (Hong Kong University of Science and Technology)
Host: Oliver Linton
Office: Room 40
Don Andrews (Yale University) (15 May- 18 May 2017)
Don Andrews (Yale University)
Host: Oliver Linton
Office: Room 40
Vera Zhao (Lancaster University Management School) (05 Feb - 08 Feb 2017)
Vera Zhao (Lancaster University Management School)
Student Visitor
Host: Oliver Linton
Room: 40
Chen Huang (Humboldt-Universität zu Berlin) (1 Feb-30 May 2017)
Chen Huang (Humboldt-Universität zu Berlin)
Student visitor
Host: Oliver Linton
Office: Room 92
Wolfgang Härdle (Humboldt-Universität zu Berlin) (31 Jan - 03 Feb 2017)
Wolfgang Härdle (Humboldt-Universität zu Berlin)
Host: Oliver Linton
Office: Room 55
Wolfgang Härdle (Humboldt-Universität zu Berlin) (8-10 Nov)
Wolfgang Härdle (Humboldt-Universität zu Berlin)
Host: Oliver Linton
Office: 55
Empirical Finance Reading Group (31 Oct)
| When |
Oct 31, 2016
from 01:00 PM to 02:00 PM |
|---|---|
| Where | Meade Room, Marshall Building, Faculty of Economics |
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Empirical Finance Reading Group
Meade Room, Marshall Library Building
31st October
1pm-2pm
Speaker: Ondrej Tobek
Title: Relationship of liquidity premium to size premium and momentum
Empirical Finance Reading Group (17 Oct)
| When |
Oct 17, 2016
from 01:00 PM to 02:00 PM |
|---|---|
| Where | Marshall Room, Marshall Library Building |
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Empirical Finance Reading Group
Marshall Room, Marshall Library Building
17th October
1pm-2pm
Speaker: Simon Lloyd
Title: "Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure"
Empirical Finance Reading Group (10 Oct)
| When |
Oct 10, 2016
from 01:00 PM to 02:00 PM |
|---|---|
| Where | Marshall Room, Marshall Library Building |
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Empirical Finance Reading Group
Marshall Room, Marshall Library Building
10th October
1pm-2pm
Martina Mincheva (Fox School of Business, Temple University)
Martina Mincheva
Fox School of Business, Temple University
Visiting dates: 6th - 10th June 2016
Host: Oliver Linton
Office: Room 55
Whitney Newey (MIT)
Professor of Microeconomics, MIT
Professor Newey's University webpage
Host: Richard Smith and Oliver Linton
Office: Room 55
Roger Koenker (University of Illinois)
William B. McKinley Professor of Economics
Prof. Koenker's University of Illinois Profile
Host: Prof. Oliver Linton
Timothy Guinnane (Yale University)
Philip Golden Bartlett Professor of Economic History
Prof. Guinnane's Personal Profile
Host: Prof. Oliver Linton
Nikolaus Hautsch (University of Vienna)
Professor of Finance and Statistics
Prof. Hautsch University of Vienna Profile
Host: Prof. Oliver Linton
