On the Effects of Continuous Trading

Ivan Indriawan; Auckland University of Technology

Roberto Pascual; Universidad de las Islas Baleares

Andriy Shkilko; Wilfrid Laurier University

  Presenter: Andriy Shkilko, Wilfrid Laurier University

  Discussant: Mina Lee, Washington University in St. Louis

Latency Arbitrage and Frequent Batch Auctions

Zeyu Zhang; University of Edinburgh

Gbenga Ibikunle; University of Edinburgh

  Presenter: Zeyu Zhang, University of Edinburgh

  Discussant: Roberto Ricco, NHH Norwegian School of Economics

Identifying High Frequency Trading Activity without Proprietary Data

Bidisha Chakrabarty; Saint Louis University

Carole Comerton-Forde; University of Melbourne

Roberto Pascual; Universidad de las Islas Baleares

  Presenter: Carole Comerton-Forde, University of Melbourne

  Discussant: Chen Yao, The Chinese University of Hong Kong

Strategic High-Frequency Trading, For-Profit Exchanges, and Endogenous Delays

Jun Aoyagi; Hong Kong University of Science and Technology

  Presenter: Jun Aoyagi, Hong Kong University of Science and Technology

  Discussant: John Shim, University of Notre Dame