Market Microstructure Meeting
Organized by Bruce Lehmann, Avanidhar Subrahmanyam, Tarun Chordia, Amit Goyal, and Gideon Saar
Supported by the NASDAQ OMX Education Foundation
December 6, 2013
Royal Sonesta Hotel

Friday, December 6

1

Media-Driven High Frequency Trading: Evidence from News Analytics

Bastian von Beschwitz, INSEAD
Donald Keim, University of Pennsylvania
Massimo Massa, INSEAD

2

Dynamic Ex Post Equilibrium, Welfare, and Optimal Trading Frequency in Double Auctions

Songzi Du, University of California, San Diego
Haoxiang Zhu, Massachusetts Institute of Technology and NBER

3

Queuing Uncertainty

Bart Zhou Yueshen, SMU LKCSB

4

Price Constraints, Speed Competition, and Liquidity

Chen Yao, The Chinese University of Hong Kong (CUHK)
Mao Ye, Cornell University and NBER

5

Trading Fast and Slow: Colocation and Market Quality

Jonathan Brogaard, University of Utah
Björn Hagströmer, Stockholm University
Lars Nordén, Stockholm University School of Business
Ryan Riordan, Smith School of Business, Queens University

6

Sub-Penny and Queue-Jumping

Sabrina Buti, Paris Dauphine University
Francesco Consonni, Bocconi University
Barbara Rindi, Bocconi University
Ingrid Werner, The Ohio State University