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Author List

Displaying 18 authors out of 18
ALAN KIRMAN (Universite Paul Cezanne, Marseille, France)
Market mechanisms in real markets
Should we stay or should we go: a market entry problem
ANIRBAN CHAKRABORTI (Ecole Centrale Paris, France)
Statistical physics inspired models of financial markets
ATTILIO STELLA (Universita' di Padova, Italy)
How to model asset dynamics on the basis of dependence, anomalous scaling and non-stationarirty
BENCE TOTH (IEXT, Paris, France)
Price impact of metaorders: the latent order book
CARLOS ALOS-FERRER (University of Konstanz, Germany)
Learning, market clearing and trading institutions
CEES DIKS (University of Amsterdam, The Netherlands)
Likelihood-Based Scoring Rules for Comparing Density Forecasts in Tails
CLAUDIO TEBALDI (Universita' Commerciale Luigi Bocconi, Milano, Italy)
One-penny Arbitrage: a Free Snack without a Free Lunch
FABRIZIO LILLO (Universita di Palermo, Italy)
Market microstructure: Empirical studies
Market microstructure: Empirical studies
Order flow in financial markets: Origin of persistence and properties in different market segments
FREDERIC ABERGEL (Ecole Centrale Paris, France)
Some mathematical properties of order book models
GEORG KIRCHSTEIGER (Universite Libre de Bruxelles, Belgium)
On the evolution of market institutions: The platform design paradox (talk presented by Carlos ALOS-FERRER)
GIACOMO SCANDOLO (Universita di Firenze, Italy)
Liquidity and coherent risk measures
GIULIA IORI (City University of London, U.K.)
Microstructure on the european interbank market e-mid
IMRE KONDOR (Eotvos Lorand University, Budapest, Hungary)
Market impact and portfolio regularization
JANOS KERTESZ (Budapest University of Technology & Economics, Hungary)
Title to be announced
JUERGEN HUBER (University of Innsbruck, Austria)
Market microstructure matters when imposing a Tobin Tax: Experimental evidence and stylized facts
MARCO LICALZI (Universita Ca Foscari Venice, Italy)
Market microstructure: Information efficiency and game theory
Market microstructure: Information efficiency and game theory
PAOLO PELLIZZARI (Universita Ca Foscari Venice, Italy)
Models of continuous double auctions
Computable dynamic trading equilibria in continuous double auctions
SJUR FLAM (University of Bergen, Norway)
On bilateral barters, core solutions and market equilibrium

Organizers

Directors: A. Chakraborti, D. Farmer, M. LiCalzi; M. Marsili (Local Organiser)