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Toulouse, France, 20–21 juin 2008
Manufacture des Tabacs, Toulouse, France, 9–11 juin 2008
Toulouse, France, 3 juin 2008
Arnaud Sourisse (Caltech)
IDEI, 19 mai 2008
Tano Santos (Columbia)
IDEI, 14 mai 2008
Narayana Kocherlakota (University of Minnesota)
Toulouse, France, 17–19 mars 2008
Gian Luca Clementi (NYU)
IDEI, 17 mars 2008
Toulouse, France, 13–14 mars 2008
Albert J. Menkveld (Tinbergen Institute)
IDEI, 4 février 2008
Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic as a proxy for algorithmic...
Elena Asparouhova (University of Utah)
IDEI, 28 janvier 2008
Using data generated from laboratory experiments, we test and compare the empirical accuracy of two models that focus on judgment errors associated with processing information from random sequences. We test for regime-shifting beliefs of the type theorized in Barberis, Shleifer, and Vishny (1993) (...
