Event detail

Name: Market Microstructure and High Frequency Data 2018

From: 03 May 2018

To: 05 May 2018

Address: 5727 S University Ave, Chicago, IL 60637
United States

Organizer: The Stevanovich Center for Financial Mathematics

Key speakers: Jean Jacod, Professor, Université Paris VI Paris Mathieu Rosenbaum, Professor, University Paris 6 Torben Andersen, Professor, Kellogg Knut Aastveit, Professor, Norges Bank Andrew Caminschi, Professor, University of Western Australia Rong Chen, Professor, Rutgers University Jianqing Fan, Professor, Princeton University David Finer, Professor, Chicago Booth Eric Ghysels, Professor, University of North Carolina at Chapel Hill Marlene Haas, Professor, Cornerstone Research Yingying Li, Professor, Hong Kong University of Science & Technology Yuan Liao, Professor, Rutgers University Andrew Patton, Professor, Duke University Gustavo Schwenkler, Professor, Boston University Michael Sørensen, Professor, University of Copenhagen Viktor Todorov, Professor, Northwesten University Rene Wells, Professor, University of Calgary B.J.M. Werker, Professor, Tilburg University Lan Zhang, Professor, University of Illinois at Chicago Zhengjun Zhang, Professor, University of Wisconsin at Madison Hao Zhou, Professor, Thsingua University

Web page: https://stevanovichcenter.uchicago.edu/page/market-microstructure-and-high-frequency-data

Pricing: - variable

Description: This highly regarded conference has become an annual meeting for experts and professionals in the field who are looking for an update on the research on High Frequency Data. The 2018 conference will be the sixth iteration on the topic of Market Microstructure and High Frequency Data.


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