Market Microstructure: Confronting many viewpoints

We believe that an important aspect of this success was the cross-disciplinary nature of the conference that we will again heavily rely on this time around. Well known experts from various fields (finance, econometrics; computer science and (econophysics), coming from academic institutions, government agencies, banks and hedge funds, have accepted to come and confront their ideas about several important issues that appeared in the last few years. These include both theoretical and practical problems, ranging from execution costs and price impact to high-frequency data, high-frequency trading and market stability. 

Themes
 

- Market Stability

- High Frequency Trading

- Market Impact

- Optimal Trading

- Latency

- Statistics of High Frequency Data

- Regulating High Frequency Trading

- Empirical Microstructure.
 

Speakers such as
 

- Yacine AIT-SAHALIA, Princeton University

- Jonathan BROGAARD, University of Washinghton

- Alvaro CARTEA, UCL London

- Bruno BIAIS, Toulouse School of Economics

- Fabrizio LILLO, Scuola Normale Superiore di Pisa

- Robert ENGLE, New York University

- Torben ANDERSEN, Kellogg School of Management 

- Albert MENKVELD, VU University Amsterdam

- Mao YE, University of Illinois.