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Quantitative Finance Workshop |
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Written by Administrator
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Monday, 11 May 2009 |
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Financial Crises, Market Microstructure and Asset Pricing
May 22, 2009
Scientific Organizers: Ramo Gencay (Simon Fraser University) & Elettra Agliardi (University of Bologna)
Location: Rimini, Faculty of Economics, Via Q. Sella 13, Room Alberti 1
10:30-11:15 a.m.
Maureen O’Hara (Cornell University, U.S.A)
Is Market Fragmentation Harming Market Quality?
11:15-12:00 a.m.
Karim Abadir (Imperial College, London, U.K.)
Lies, Damned Lies, and Statistics? Examples From Finance and Economics
12:00-12:45 a.m.
Rajna Gibson (University of Geneva, Switzerland)
The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
2:00-2:45 p.m.
Cars Hommes (University of Amsterdam, The Netherlands)
More hedging instruments may destabilize markets
2:45-3:30 p.m.
Stephan Fagan (Simon Fraser University, Canada)
Asymmetric Liquidity Dynamics in Futures Markets
3:30-4:15 p.m.
Winfried Pohlmeier (University of Konstanz, Germany)
Risk Measuring in the Fianancial Crisis
7:00 p.m.
Panel Discussion and Dinner
(Easley, O’Hara, Gibson, Hommes)
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Last Updated ( Thursday, 21 May 2009 )
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