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7:00 pm
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Group Dinner- Dante Restaurant, Royal Sonesta Hotel
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Friday, November 30:
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8:15
am
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Continental
Breakfast
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8:45 am
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Carole Comerton-Forde, Australian National University
Talis Putnins, University
of Technology Sydney
Dark
Trading and Price Discovery
Discussant: Mao Ye, University of
Illinois
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9:35
am
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Coffee
Break
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9:50 am
|
Jean-Edouard Colliard,
European Central Bank
Catching
Falling Knives: Speculating on Market Overreaction
Discussant: Shmuel
Baruch, University of Utah
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10:40
am
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Coffee
Break
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10:55 am
|
Albert Kyle, University of Maryland
Anna Obizhaeva, University of Maryland
Large Bets
and Stock Market Crashes
Discussant: Ananth
Madhavan, BlackRock
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11:45
am
|
Lunch-
Grand Ballroom A
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12:45 pm
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David Easley, Cornell University
Maureen O'Hara, Cornell University
Liyan Yang, University of Toronto
Opaque Trading, Disclosure, and Asset
Prices: Implications for Hedge Fund Regulation
Discussant: Philipp Illeditsch, University of Pennsylvania
|
|
1:35 pm
1:50 pm
|
Coffee Break
Burton Hollifield, Carnegie Mellon University
Artem Neklyudov, Carnegie
Mellon University
Chester Spatt, Carnegie Mellon University and NBER
Bid-Ask
Spreads and the Pricing of Securitizations: 144a vs. Registered
Securitizations
Discussant: Pamela Moulton, Cornell
University
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|
2:40
pm
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Coffee
Break
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|
2:55 pm
|
Matthew Baron, Princeton University
Jonathan Brogaard, University of Washington
Andrei Kirilenko, Commodity Futures Trading Commission
The Trading Profits of High Frequency Traders
Discussant: Ronnie Sadka,
Boston College
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3:45
pm
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Adjourn
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