Jan Mossin Memorial Symposium 2021

The previous Jan Mossin Symposium was held in 2016. Here is the programme from the event.

PROGRAMME, 9 JUNE 2016
10:30-11:00

COFFEE AND REGISTRATION

11:00-11:15

WELCOME

11:15-12:30 Ronan Ryan, IEX Group: "Building an Exchange for Investors"
12:30-13:30

Lunch

13:30-14:45 Maureen O'Hara, Cornell University: "High Frequency Market Microstructure"
14:45-15:10

COFFEE BREAK

15:10-16:25 David Easley, Cornell University: "Network Analysis of Financial Markets"
16:25-16:30

CLOSING

19:00-21:45 Dinner at Lyststedet Bellevue Restaurant (by invitation only)

  

PROGRAMME, 10 JUNE
09:00-09:30

COFFEE AND REGISTRATION

09:30-09:40

WELCOME

SESSION 1:
09:40-10:25 Thierry Foucault, HEC Paris: "Data Abundance and Asset Price Informativeness"
10:25-11:10 Nikolaus Hautsch, University of Vienna: "Volatility, Information Feedback and Microstructure Noise: A Tale of Two Regimes"
11:10-11:30

COFFEE BREAK

Session 2:
11:30-12:15 Bernt Arne Ødegaard, University of Stavanger: "Throttling Hyperactive Robots - Order to Trade Ratios at the Oslo Stock Exchange"
12:15-13:00 Katja Malinova, University of Toronto: "Modern Market Makers"
13:00-13:55

LUNCH

SESSION 3:
13:55-14:40 Jean-Edouard Colliard, HEC Paris: "Financial Transaction Taxes, Market Composition, and Liquidity"
14:40-15:25 Mark van Achter, Rotterdam School of Management: "Trading Speed Competition: Can the Arms Race Go Too Far?"
15:25-15:30

CLOSING