Thursday, August 18, 2011, 10:30-12:15 pm; Market Microstructure
Transparency and Dark Pools - C6

Session Chair: Thierry Foucault, HEC Paris

  • Financial Disclosure with Limited Processing Capacity PDF
    Marco Di Maggio1, Marco Pagano2,3,4
    Massachusetts Institute of Technology1; Universita' Federico II di Napoli2; EIEF3; CSEF4
    • Discussant: Johan Hombert, HEC  Paris
  • Dark Pool Trading Strategies PDF
    Sabrina Buti1, Barbara Rindi2, Ingrid M. Werner3
    University of Toronto1; Bocconi University2; The Ohio State University 3
    • Discussant: Hans DeGryse, Tilburg University

  • Lack of Anonymity and the Inference from Order Flow PDF
    Juhani Linnainmaa, Gideon Saar
    University of Chicago; Cornell University
    • Discussant: Ingrid M. Werner, The Ohio State University