Market Microstructure and High Frequency Data, May 3-5, 2018, Chicago

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.


Knut Are Aastveit, Norges Bank, Norway

Torben Andersen, Northwestern University

Andrew Caminschi, University of Western Australia

Rong Chen, Rutgers University

Jianqing Fan, Princeton University

David Finer, Chicago Booth

Eric Ghysels, University of North Carolina at Chapel Hill

Marlene Haas, Cornerstone Research

Jean Jacod, Universite VI, Pierre et Marie Curie, France

Yingying Li, Hong Kong University of Science & Technology, Hong Kong

Yuan Liao, Rutgers University

Andrew Patton, Duke University

Mathieu Rosenbaum, Ecole Polytechnique, France

Gustavo Schwenkler, Boston University

Michael Sørensen, University of Copenhagen, Denmark

Viktor Todorov, Northwesten University

Rene Wells, University of Calgary

B.J.M. Werker, Tilburg University, The Netherlands

Zhengjun Zhang, University of Wisconsin at Madison

Hao Zhou, Tsinghua University, China

Local event manager: Sylvie Bendier Decety,, 773.834.8563