July 6-9, 2021, Online and Onsite in Shanghai, China

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Session

Information and Trading in Financial Markets

Time:Thursday, July 8, 2021 8:00 - 9:45Location:Stream 5Session Chair:Liyan Yang, University of Toronto Zoom:

The Microstructure of Endogenous Liquidity Provision

Douglas Foster; University of Sydney

Xue-Zhong He; University of Technology Sydney

Junqing Kang; Sun Yat-sen University

Shen Lin; PBC School of Finance, Tsinghua University

  Presenter: Junqing Kang, Sun Yat-sen University

  Discussant: Bart Yueshen, INSEAD

Information Chasing versus Adverse Selection

Gabor Pinter; Bank of England

Chaojun Wang; University of Pennsylvania

Junyuan Zou; INSEAD

  Presenter: Junyuan Zou, INSEAD

  Discussant: Briana Chang, University of Wisconsin

Do Electronic Markets Improve Execution If You Cannot Identify Yourself?

John Shim; University of Notre Dame

Yenan Wang; Duke University

  Presenter: Yenan Wang, Duke University

  Discussant: Yan Xiong, Hong Kong University of Science and Technology

Dark pools effects on price discovery and real efficiency

Chong Huang; University of California, Irvine

Xiaoqi Xu; University of California, Irvine

  Presenter: Xiaoqi Xu, University of California, Irvine

  Discussant: Yizhou Xiao, The Chinese University of Hong Kong

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