8:00 – 8:30 Welcoming Breakfast & Address: Laurence Lescourret (ESSEC Business School)

Morning sessions

Chair Clara Vega (Federal Reserve Board)
8:30 – 9:20 Dan Li (School of Economics and Finance, Univ. of Hong Kong) “Correlated High‐
Frequency Trading” (with E. Boehmer and G. Saar)
Discussant: Ivalina Kalcheva (University of California, Riverside)

9:20 – 10:10 Bidisha Chakrabarty (Saint Louis University,) “Do High Frequency Traders Bring
Fundamental Information into Prices?” (with N. Bhattacharya, X. Wang)
Discussant: Giang Nguyen (Penn State Univ.)

10:10 – 10:40 Coffee break
Chair Carole Gresse (Paris Dauphine University)

10:40 – 11:30 Batchimeg Sambalaibat (Price College of Business, Univ. of Oklahoma) “Endogenous
Specialization and Dealer Networks” (with A. Neklyudovy)
Discussant: Jennie Bai (Georgetown University)

11:30 – 12:20 Chiara Banti (Univ. of ESSEX) “Illiquidity in the stock and FX markets: an investigation of
their cross‐market dynamics”
Discussant: Carol Osler (Brandeis Univ.)

12:20 – 13:35 Lunch ‐ Presentation of FlexiMarket
Afternoon Session
Chair: Maureen O’Hara (Johnson Cornell Univ.)

13:35 – 14:25 Katya Malinova (Univ. of Toronto) “Market Design for Trading with Blockchain
Technology” (with A. Park)
Discussant: Christine Parlour (Univ. of California, Berkeley)

14:25 – 15:15 Elena Asparouhova (Univ. of Utah) “Competitive off‐equilibrium: Theory and
Experiment” (with P. Bossaert and J. Ledyard)
Discussant: Sophie Moinas (Toulouse School of Economics)
Closing Session

15:30 – 16:00 A Conversation with Ingrid Werner (Ohio State University)
Moderator: Carole Comerton‐Forde (Univ. of Melbourne)

Program Committee:
Carole Comerton‐Forde (University of Melbourne), Laurence Lescourret (ESSEC Business School), Sophie
Moinas (Toulouse School of Economics)

Special thanks to ESSEC Business School and LABEX Louis Bachelier.


  • ESSEC Business School Labex ILB


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