Thursday, August 18, 2011, 8:30-10:15 am; Market Microstructure
High Frequency Trading - C7

Session Chair: Frank de Jong, Tilburg University

  • High Frequency Trading and its Impact on Market Quality PDF
    Jonathan Brogaard
    Northwestern University
    • Discussant: Carole Gresse, Université Paris - Dauphine
  • High Frequency Trading and the New-Markets Makers PDF
    Albert J. Menkveld
    VU University Amsterdam
    • Discussant: Geir Bjønnes, BI Norwegian Business School

  • Sunshine Trading Flashes of Trading Intent at the Nasdaq PDF
    Johannes Skjeltorp 1, Elvira Sojli2, Wing Wah Tham2
    The Norges Bank1; Erasmus University2
    • Discussant: Jennifer Koski, University of Washington