Market Microstructure and High Frequency Data, May 2-4, 2019, Chicago
- Scientific Organizing Committee: Roger Lee and Per Mykland
- Registration (closes on April 30)
- Program (updated April 25)
- Abstracts
- Logistics
CONFIRMED SPEAKERS
Swagato Acharjee, RBC Capital Markets
Federico Bandi, Johns Hopkins University
Paul Besson, Kepler Cheuvreux, Quantitative Research, France
Zongwu Cai, University of Kansas
Álvaro Cartea, University of Oxford, UK
Hongsong Chou, Co-Founder, Charles River Advisors Ltd, Hong Kong
Khalil Dayri, Société Générale Corporate and Investment Banking, UK
Dobrislav Dobrev, Federal Reserve Board of Governors
Nikolaus Hautsch, University of Vienna, Austria
Jean Jacod, Université Pierre et Marie Curie, France
Kiseop Lee, Purdue University
Jia Li, Duke University
Joshua Mollner, Northwestern University
Kjell Nyborg, University of Zurich and Swiss Finance Institute
Andrew Patton, Duke University
Emil Stoltenberg, University of Oslo, Norway
George Tauchen, Duke University
Allan Timmerman, University of California San Diego
Kevin Webster, Citadel
Dacheng Xiu, University of Chicago
Yong Zeng, University of Missouri at Kansas City
Zhengjun Zhang, University of Wisconsin, Madison
Local event manager: Sylvie Bendier Decety, sbendier@uchicago.edu, 773.834.8563