Market Microstructure

ESEM
Presenter(s) Type Archive date Archive time Length
Junghum Park
Ayan Bhattacharya
Basil Williams
Vincent Fardeau
Claudia Moise
Contributed
25/08/21
15:30 CEST
120 mins
Presenter(s)
Type
Archive date
25/08/21
Archive time
15:30 CEST
Length
120 mins

Papers

(Listed in order of presenters above)

Overconfidence and Correlated Information Structures

Limit Order Markets under Asymmetric Information

Spoofing in Equilibrium

Sequential Entry in Illiquid Markets

High-Frequency Arbitrage and Market Illiquidity