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 Pagano^2,3,4
  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