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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC. |
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Market Microstructure Meeting |
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Bruce Lehmann, Eugene Kandel, and Avanidhar
Subrahmanyam, Organizers |
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May 11, 2007 |
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NBER |
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2nd Floor Conference Room |
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1050 Massachusetts Avenue |
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Cambridge, MA |
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PROGRAM |
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THURSDAY, MAY
10: |
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7:00 pm |
Group Dinner |
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Dante
Restaurant |
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Royal Sonesta
Hotel |
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FRIDAY, MAY
11: |
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8:15 am |
Shuttle van
departs Royal Sonesta Hotel for NBER |
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8:30 am |
Shuttle van
departs Royal Sonesta Hotel for NBER |
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8:30 am |
Continental
Breakfast |
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9:00 am |
CAROLE COMERTON-FORDE,
University of Sydney |
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TERRENCE
HENDERSHOTT, UC, Berkeley |
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CHARLES
JONES, Columbia University |
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Discussant: EKKEHART BOEHMER, Texas A&M University |
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10:00 am |
DEAN FOSTER
and |
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KRISHNA
RAMASWAMY, University of Pennsylvania |
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SIMON
GERVAIS, Duke University |
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Discussant: LAWRENCE GLOSTEN, Columbia University |
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11:00 am |
Break |
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11:15 am |
JAMES DOW,
London Business School |
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ITAY
GOLDSTEIN, University of Pennsylvania |
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ALEXANDER
GUEMBEL, University of Oxford |
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Incentives for
Information Production in Markets where Prices Affect Real Investment |
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Discussant: GUNTER STROBL, University of North
Carolina |
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12:15 pm |
Lunch |
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1:15 pm |
DAVID EASLEY
and MAUREEN OHARA, Cornell University |
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Discussant: JUDSON CASKEY, UC, Los Angeles |
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2:15 pm |
HENDRIK
BESSEMBINDER and |
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MARIOS
PANAYIDES, University of Utah |
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KUMAR
VENKATARAMAN, Southern Methodist University |
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In Search of
Liquidity: An Analysis of Order Submission
Strategies in Automated Markets |
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Discussant: OHAD KADAN, Washington University |
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3:15 pm |
Break |
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3:30 pm |
CAROL OSLER,
Brandeis University |
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ALEXANDER
MENDE and |
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LUKAS MENKHOFF,
University of Hannover |
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Discussant: TARUN RAMADORAI, University of Oxford |
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4:30 pm |
Adjourn |
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4/2/07 |
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