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Dear Colleague,
After the success of the first edition of "Market Microstructure:
confronting many viewpoints" in December 2010, we have decided to organize
the second edition, again in Paris, from Monday 10th of December, 2012 to
Thursday the 13th.
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We believe that an important aspect of this success was the
cross-disciplinary nature of the conference that we will again heavily rely
on this time around. Well known experts from various fields (finance,
econometrics; computer science and (econo-)physics), coming from academic
institutions, government agencies, banks and hedge funds, have accepted to
come and confront their ideas about several important issues that appeared
in the last few years. These include both theoretical and practical
problems, ranging from execution costs and price impact to high-frequency
data, high-frequency trading and market stability.
HIGHLIGHTS
Themes
- Microstructure
- Market Impact
- Market Design/Regulation
- Data Analysis
Among the speakers
- KYLE Albert, University of Maryland
- HENDERSHOTT Terrence, University of California
- LIONS Pierre-Louis, Collège de France
- HASBROUCK Joel, Stern School of Business, New York University
View program
<http://market-microstructure.institutlouisbachelier.org/> Learn more about
this event
Information about the details of the conference, the list of confirmed
speakers and a preliminary program...
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We strongly believe that this event will be as exciting as the previous one,
and trust that your participation is a key ingredient to this success.
Best regards,
The organization committee
F Abergel, JP Bouchaud, Th Foucault, C. Lehalle and M Rosenbaum
<http://www.institutlouisbachelier.org/>
Cyril Armange
Head of Project
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Institut Louis Bachelier
Palais Brongniart
28, place de la Bourse
75002 Paris
Tél: +33 1 73 01 93 40
Fax: +33 1 73 01 93 28
Web: cyril.armange(a)institutlouisbachelier.org
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