Market Microstructure and High Frequency Data, May 18-20, 2022, Chicago

This highly-regarded annual conference brings together academic researchers and professionals to exchange ideas related to market microstructure and high-frequency data. The 2022 meeting will be the eighth edition of the Stevanovich Center conference on Market Microstructure and High Frequency Data.

Scientific Organizing Committee: Roger Lee (UChicago), Per Mykland (UChicago) and Lan Zhang (UIC)
Program
Abstracts
Logistics

CONFIRMED SPEAKERS

Torben Andersen, Northwestern University

Federico Bandi, Johns Hopkins University,

Rong Chen, Rutgers University

Carsten H.Y. Chong, Columbia University

Per Mykland, University of Chicago

Andrew Patton, Duke University

Mark Podolskij, University of Luxembourg

Mathieu Rosenbaum, Ecole Polytechnique

Viktor Todorov, Northwestern University

Frederi Viens, Michigan State University

Dacheng Xiu, University of Chicago

Lan Zhang, University of Illinois at Chicago (UIC)

Zhengjun Zhang, University of Wisconsin, Madison