After the success of the first edition of “Market Microstructure: confronting many viewpoints” in December 2010, the Institut Louis Bachelier  have decided to organize the second edition, again in Paris, from Monday 10th of December, 2012 to Thursday the 13th. 
 
We believe that an important aspect of this success was the cross-disciplinary nature of the conference that we will again heavily rely on this time around. Well known experts from various fields (finance, econometrics; computer science and (econo-)physics), coming from academic institutions, government agencies, banks and hedge funds, have accepted to come and confront their ideas about several important issues that appeared in the last few years. These include both theoretical and practical problems, ranging from execution costs and price impact to high-frequency data, high-frequency trading and market stability. 
 
External Links

http://market-microstructure.institutlouisbachelier.org

 

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After the success of the first edition of “Market Microstructure: confronting many viewpoints” in December 2010, the Institut Louis Bachelier  have decided to organize the second edition, again in Paris, from Monday 10th of December, 2012 to Thursday the 13th.