July 6-9, 2021, Online and Onsite in Shanghai, China

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Information, Trading, and Bubbles

Time:Friday, July 9, 2021 13:30 - 15:15Location:Stream 5Session Chair:Jun Liu, University of California, San Diego Zoom:

Market Feedback: Who Learns What?

Itay Goldstein; University of Pennsylvania

Jan Schneemeier; Indiana University

Liyan Yang; University of Toronto

  Presenter: Liyan Yang, University of Toronto

  Discussant: Yizhou Xiao, The Chinese University of Hong Kong

The Social Value of Information Uncertainty

Xue-Zhong (Tony) He; University of Technology Sydney

Lei Shi; Macquarie University

Marco Tolotti; Ca' Foscari University of Venice

  Presenter: Lei Shi, Macquarie University

  Discussant: Chong Huang, University of California, Irvine

Feedback Trading and Bubbles

Brandon Yueyang Han; University of Maryland

Igor Makarov; London School of Economics

  Presenter: Brandon Yueyang Han, University of Maryland

  Discussant: Kai Li, Macquarie University

Fast or Slow: Optimal Trading Strategies with Speed-Dependent Transaction Cost

Hong Liu; Washington University in St. Louis

Jing Xu; Renmin University of China

  Presenter: Jing Xu, Renmin University of China

  Discussant: Mark Loewenstein, University of Maryland

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