2016 market microstructure meeting program

The 2016 market microstructure meeting was hosted UTS on April 7 and 8, 2016.

Chair of the 2016 committee was Professor Talis Putnins.

To download a PDF of the program click here.

Panel topic:      Market microstructure in the high frequency era
Panellists:        Maureen O’Hara (Cornell University and University of Technology Sydney); Michael Goldstein (Babson College); Austin Gerig (United States Securities and Exchange Commission) and Joseph Barbara (Australian Securities and Investments Commission)

Talis Putnins, UTS

Talis Putnins, UTS

panel moderator and meeting chair

Maureen O'Hara

Maureen O'Hara

Cornell University and UTS

Austin Gerig

Austin Gerig

United States Securities and Exchange Commission

Michael Goldstein

Michael Goldstein

Babson University

Presented papers

Presenter

Discussant

High-Frequency Trading and Fundamental Price Efficiency

Jasmin Gider (University of Bonn), Simon Schmickler (Princeton University), and Christian Westheide (University of Mannheim)

Christian Westheide

Christian Westheide

Research Center SAFE and University of Mannheim

David Easley

David Easley

Cornell University and University of Technology Sydney

Intraday Rallies and Crashes: Spillovers of Trading Halts

Bei Cui (University of Hong Kong) and Arie Gozluklu (University of Warwick)

Bei Cui

Bei Cui

University of Hong Kong

Michael Goldstein

Michael Goldstein

Babson College

"Modern" Market Makers

Katya Malinova (University of Toronto) and Andreas Park (University of Toronto)

Katya Malinova

Katya Malinova

University of Toronto

Douglas Foster

Douglas Foster

University of Sydney

The Causal Impact of Market Fragmentation on Liquidity

Peter Haslag (Washington University, St. Louis) and Matthew Ringgenberg (Washington University,St. Louis)

Peter Haslag

Peter Haslag

Washington University in St. Louis

Guillaume Roger

Guillaume Roger

University of Sydney

Algorithmic Trading in Rivals

Huu Nhan Duong (Monash University), Petko Kalev (University of South Australia) and Yang Sun (University of South Australia)

Huu Nhan Duong

Monash University

Austin Gerig

Austin Gerig

United States Securities and Exchange Commission

Limit Order Placement by High-Frequency Traders

Avanidhar Subrahmanyam (University of California, Los Angeles) and Hui Zheng (University of Sydney)

Hui Zheng

Hui Zheng

University of Sydney

Andriy Shkilko

Andriy Shkilko

Wilfrid Laurier University