Market Microstructure meeting.
Position | National Bureau of Economic Research - Brief article |
The NBER's Working Group on Market Microstructure, directed by Research Associate Bruce Lehmann of University of California, San Diego, met on October 7 m Cambridge. The meeting was organized by Lehmann; Duane Seppi of Carnegie Mellon University; and Avamdhar Subrahmanyam, University of California, Los Angeles. The fob lowing papers were discussed:
Robert Bloomfield, Maureen O'Hara, and Gideon Saar, Cornell University, "The Limits of Noise Trading: An Experimental Analysis" Discussant: Shimon Kogan. Carnegie Mellon University
Ekkehart Boehmer, Texas A&M University; Charles Jones, Columbia University; and Xiaoyan Zhang, Cornell University, "Which Shorts are Informed?" Discussant: Amy Edwards. U.S. Securities & Exchange Commission
Karl Diether, Kuan-hui Lee, and Ingrid Werner, Ohio State University, "Can Short-Sellers Predict Returns? Daily Evidence" Discussant: David Musto...
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