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
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Jonathan Brogaard
Northwestern University
- Discussant: Carole Gresse, Université Paris - Dauphine
- High Frequency Trading and the New-Markets Makers
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Albert J. Menkveld
VU University Amsterdam
- Discussant: Geir Bjønnes, BI Norwegian Business School
- Sunshine Trading Flashes of Trading Intent at the Nasdaq
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Johannes Skjeltorp 1, Elvira Sojli2, Wing Wah Tham2
The Norges Bank1; Erasmus University2
- Discussant: Jennifer Koski, University of Washington
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