Market Microstructure
Upload/update your conference materials
-
Doyne Farmer, Austin Gerig, Fabrizio Lillo, Henri Waelbroeck
How Efficiency Shapes Market Impact -
Jonathan Brogaard
High Frequency Trading and Its Impact on Market Quality -
Kumar Venkataraman, Amber Anand, Paul Irvine, Andy Puckett
Market Crashes and Institutional Trading -
Cristina Cella, Andrew Ellul, Mariassunta Giannetti
Investors' Horizons and the Amplification of Market Shocks -
Andrei Kirilenko, Albert Kyle, Mehrdad Samadi, Tugkan Tuzun
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market -
Joel Hasbrouck, Gideon Saar
Low-Latency Trading
Send questions to the NBER Conference Department (confer@nber.org).