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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session

Market Microstructure: Recent Developments in Trading

Time:

Friday, 13/Mar/2026:

10:00am - 11:45am

Session Chair: Marc Lipson, University of Virginia

Location: Pacific 3

Presentations

Nocturnal Trading

Gregory Eaton¹, Andriy Shkilko¹, Ingrid Werner²

¹University of Georgia; ²Ohio State University

Discussant: Farshid Abdi (Texas A&M University)

Eaton-251-Nocturnal Trading.pdf

Manipulating Algorithmic Markets

Pedro Tremacoldi-Rossi

Columbia University

Discussant: Dmitriy Muravyev (University of Illinois Urbana-Champaign)

Tremacoldi-Rossi-312-Manipulating Algorithmic Markets.pdf

Dark Crypto

Thomas Ernst¹, Bryan Routledge², Chester Spatt², Ariel Zetlin-Jones²

¹University of Maryland; ²Carnegie Mellon University

Discussant: Dermot Murphy (University of Illinois Chicago)

Ernst-328-Dark Crypto.pdf