by gnessi | Mar 26, 2024 | Events Quant
Tuesday 4 June – from 15:30 to 16:30 Liquidity Premia and Bid-Ask Spreads: Evidence from 94 Years in the U.S. Stock Market(with Emanuele Guidotti and Tim Kroencke) David Ardia, Associate Professor, Department of Decision Sciences, HEC Montréal ...
by gnessi | Mar 26, 2024 | Events Quant
Thursday 30 May – from 1:15pm to 2:15pm Calendar Spread Options on Energy Commodities Carme Frau, Assistant Professor, Department of Business Economics, UIB University of Balearic Islands Abstract: In this work we calculate the...
by gnessi | Mar 25, 2024 | Events Quant
Thursday 23 May – from 1:15pm to 2:15pm Incentive-Compatible and Strongly Fair Cake Cutting (Joint work with Rupert Freeman (UVA Darden)) Jens Witkowski, Assistant Professor of Computer Science and Management, Frankfurt School of Finance &...
by gnessi | Mar 25, 2024 | Events Quant
Thursday 28 March – from 1:15pm to 2:15pm Payment for Order Flow and Market Quality: A Field Experiment Ralf Elsas, Professor of Finance & Banking at Ludwig-Maximilians-University (LMU), Munich Abstract: The success of so-called...
by gnessi | Mar 25, 2024 | Events Quant
Tuesday 26 March – from 1:15pm to 2:15pm Can Investors Curb Greenwashing? David Zerbib, Assistant Professor of Sustainable Finance at CREST, ENSAE, Institut Polytechnique de Paris Abstract: We show how investors who have...
