Market microstructure meeting.
Position | Program and Working Group Meetings - Brief article - Conference notes |
The NBER's Working Group on Market Microstructure met in Cambridge on December 16, 2011. Tarun Chordia and Amit Goyal, Emory University; Charles Jones, Columbia Business School; Bruce Lehmann, University of California, San Diego and NBER; and Avanidhar Subrahmanyam, University of California, San Diego, organized the program. These papers were discussed:
* Albert Menkveld, VU University Amsterdam, "High Frequency Trading and the New-Market Makers"
* Paolo Pasquariello, University of Michigan, and Clara Vega, Federal Reserve Board, "Government Intervention and Strategic Trading in the U.S. Treasury Market"
* Zhiguo He, University of Chicago, and Konstantin Milbradt, MIT, "Endogenous Liquidity and Defaultable Bonds"
* James E. Upson, University of Texas...
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