Market Microstructure and High Frequency Data, May 2-4, 2019, Chicago

This highly-regarded annual conference brings together academic researchers and professionals to exchange ideas related to market microstructure and high-frequency data. The 2019 meeting will be the seventh edition of the Stevanovich Center conference on Market Microstructure and High Frequency Data.


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 DayriSociété 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,, 773.834.8563