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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@institutlouisbachelier.org
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