Virtual, July 6-8, 2022

Session Details

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Session

Market Microstructure: Theory and Evidence

Time:Thursday, July 7, 2022 8:00 - 9:45Location:Stream 5Session Chair:Hong Liu, Washington University in St. Louis Zoom:

Dampening Effect and Market Efficiency

Ming Guo; ShaghaiTech University

  Presenter: Ming Guo, ShaghaiTech University

  Discussant: Wen Chen, The Chinese University of Hong Kong, Shenzhen

The Optimal Nominal Price of a Stock

Sida Li; University of Illinois at Urbana-Champaign

Mao Ye; University of Illinois and NBER

  Presenter: Sida Li, University of Illinois at Urbana-Champaign

  Discussant: Shiyang Huang, The University of Hong Kong

Size Discount and Size Penalty: Trading Costs in Bond Markets

Gabor Pinter; Bank of England

Chaojun Wang; University of Pennsylvania

Junyuan Zou; INSEAD

  Presenter: Junyuan Zou, INSEAD

  Discussant: Dmitry Livdan, University of California, Berkeley

The Value of Value Investors

Maureen O'Hara; Cornell University

Andreas Rapp; Federal Reserve Board

Alex (Xing) Zhou; Federal Reserve Board

  Presenter: Andreas Rapp, Federal Reserve Board

  Discussant: Fuwei Jiang, Central University of Finance and Economics

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