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Academic Sessions |
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Price Impact Costs and the Limit of Arbitrage Masahiro Watanabe (Yale University)
Werner Stanzl (Yale University)
Zhiwu Chen (Yale University)
Discussant: Frank De Jong (University of Amsterdam)
Do Dealer Firms Manage Inventory on a Stock-by-stock or a Portfolio Basis? Pradeep K. Yadav (University of Strathclyde)
Narayan Y. Naik (London Business School)
Discussant: Avi Wohl (Tel Aviv University)
Towards Deep and Liquid Markets: Lessons from the Open and Close at the London Stock Exchange Ian Tonks (University of Bristol)
Andrew Ellul (Indiana University)
Hyun Song Shin (London School of Economics)
Discussant: Patrik Sandås (University of Pennsylvania)
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