“Liquidity and Trading”
Hotel Grande Bretagne, Athens, Greece
Papers
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
Lasse Pedersen, Copenhagen Business School
Trading on Algos
Elvira Sojli, Erasmus University Rotterdam
Dealer Inventory and the Cross-Section of Corporate Bond Returns
Nils Friewald, Norwegian School of Economics (NHH)
High Frequency Market Making to Large Institutional Trades
Robert A. Korajczyk, Northwestern University
International Illiquidity
Philippe Mueller, London School of Economics
Dark Pools: Theory and Evidence
Ingrid Werner, The Ohio State University
Two Shades of Opacity: Hidden Orders versus Dark Trading
Hans Degryse, KU Leuven
Shades of Darkness: A Pecking Order of Trading Venues
Bart Zhou Yueshen, INSEAD
Do prices reveal the presence of informed trading?
Pierre Collin-Dufresne, Swiss Finance Institute, EPFL