July 6-9, 2023, Online and Onsite in Shanghai, China

Session Details

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Session

Trading, Information, and Price Discovery

Time:Saturday, July 8, 2023 8:00 - 9:45Location:Stream 8Session Chair:Liyan Yang, University of Toronto Zoom:

Trades, Quotes, and Information Shares

Björn Hagströmer, Stockholm University

Albert Menkveld, Vrije Universiteit Amsterdam

 Presenter: Albert Menkveld, Vrije Universiteit Amsterdam

 Discussant: Bart Yueshen, INSEAD

The Retail Execution Quality Landscape

Anne Haubo Dyhrberg, Wilfrid Laurier University

Andriy Shkilko, Wilfrid Laurier University

Ingrid Werner, The Ohio State University

 Presenter: Andriy Shkilko, Wilfrid Laurier University

 Discussant: Chen Yao, The Chinese University of Hong Kong

Price Discovery on Decentralized Exchanges

Agostino Capponi, Columbia University

Ruizhe Jia, Columbia University

Shihao Yu, Columbia University

 Presenter: Shihao Yu, Columbia University

 Discussant: Shiyang Huang, The University of Hong Kong

Quantitative Investing and Price Informativeness

Xuezhong( Tony) He, Xi'an Jiaotong-Liverpool University

Junqing Kang, Sun Yat-sen University

Xuan Zhou, Beijing Normal University

 Presenter: Junqing Kang, Sun Yat-sen University

 Discussant: Xiaoqi Xu, Southwestern University of Finance and Economics

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