XXIV SAET CONFERENCE

Session

Market Microstructure Theory I

3 Jul 2025, 09:00

Tifeo A Room

Conveners

Market Microstructure Theory I

• Joshua Mollner (Northwestern University)
• Markus Baldauf (University of British Columbia)

Description

Organizers: Markus Baldauf and Joshua Mollner
Chair: Markus Baldauf

369. Competitive Payment for Order Flow

Basil Williams (Imperial College)

03/07/2025, 09:00

Authors: Basil Williams (Imperial College, UK)

370. Pricing Variance in a Model with Fire Sales

Albert Menkveld (Vrije Universiteit Amsterdam)

03/07/2025, 09:30

Authors: Albert Menkveld (Vrije Universiteit Amsterdam, Netherlands)

371. Financial Market Structure and Risk Concentration

Briana Chang (Hong Kong University of Science and Technology)

03/07/2025, 10:00

Authors: Briana Chang (Hong Kong University of Science and Technology, Hong Kong)

372. High Frequency Fairness

Guillaume Haeringer (Baruch College)

03/07/2025, 10:30

Authors: Guillaume Haeringer (Baruch College, USA)