2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018

 

 

2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018

 

The 2018 Plato Partnership MI3 academic conference was held at the Imperial College London Business School in conjunction with Imperial College and the Centre for Economic and Policy Research (CEPR).

 

Attendees comprised industry practitioners and senior academics from around the world. Seven papers were presented through the day, and a panel discussion on evolving market structure in Europe was chaired by Plato Co-Chair Nej D’jelal featuring leading industry experts and regulators.

 

Here you can find videos with insights from the academics discussing their research, as well as summaries of each of the papers.

 

2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Roger Silvers
  Roger’s paper, “The influence of cross-border cooperation on equity market liquidity”, examines how cooperation between national securities regulators affects
Read more.
2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Bart Zhour Yuesen
  Bart Zhour Yuesen presented his paper, Dynamic Trade Informativeness, to the conference. The paper sets out to develop a
Read more.
2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Alex Chinco
  Alex Chinco’s paper “The sound of many funds rebalancing”, proposes that long rebalancing cascades generate noise in financial markets.
Read more.
2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Vincent Van Kervel
  Large and patient traders already have strong incentives to find natural counter-parties to allow for larger orders to be
Read more.
2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Olga Klein
  Olga’s paper “Multimarket high-frequency trading and commonality in liquidity” examines the effects of multimarket high-frequency trading activity on systematic
Read more.
2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 – Jinyuan Zhang
  Jinuan Zhang presented her paper, Dynamic Trade Informativeness. The paper sets out to develop a structural model to examine
Read more.

 

Paper Summaries

Multimarket High-Frequency Trading and Commonality in Liquidity

The Sound of Many Funds Rebalancing

Evolving Market Structure in Europe

Dynamic trade informativeness

The influence of cross-border cooperation on equity market liquidity