Now in its sixth year, the Plato Partnership is pleased to hold the Plato Market Innovator (MI3) academic conference is where the leading academics and practitioners meet to discuss the most pertinent topics in the Capital Markets.
The Plato Partnership is delighted to host the 2022 agenda which will be held online on the following dates/times:
Tuesday 14th June: 10:00-12:10 and 13:00- 14:50 UK time zone
Wednesday 15th June: 10:00 – 12:10 and 13:00- 15:00 UK time zone
Register here: https://plato-m13-conference.open-exchange.net/registration
| Tuesday 14th June UK time zone | Topic and research paper link: | Presenter: | Discussant: | Paper authors: |
|---|---|---|---|---|
| 10:00-10:10 | Welcome and Introduction | Mike Bellaro, CEO, Plato Partnership, Professor Carole Comerton-Forde, University Of Melbourne | – | – |
| 10:10-10:55 | Does Alternative Data Improve Financial Forecasting? The Horizon Effect | Thierry Foucault, HEC Paris | Shiyang Huang, HKU Business School | – Oliver Dessaint, INSEAD – Thierry Foucault, HEC Paris – Laurent Frésard, University of Lugano |
| 10:55-11:40 | Does the Consolidated Feed Matter? | Shihao Yu, Vrije Universiteit Amsterdam | Björn Hagströmer, Stockholm University | Shihao Yu, Vrije Universiteit Amsterdam |
| 11:40-12:00 | Break–out room: Does Alternative Data Improve Financial Forecasting? The Horizon Effect | Thierry Foucault, HEC Paris | Shiyang Huang, HKU Business School | – |
| 11:40-12:00 | Break–out room: Does the Consolidated Feed Matter? | Shihao Yu, Vrije Universiteit Amsterdam | Björn Hagströmer, Stockholm University | – |
| 12:00-13:00 | Lunch break | n/a | n/a | n/a |
| Tuesday 14th June UK time zone | Topic and research paper link: | Presenter: | Discussant: | Paper authors: |
|---|---|---|---|---|
| 13:00-13:45 | The Value of Off-Exchange Data | Thomas Ernst, University of Maryland | Charles Jones, Columbia Business School | – Thomas Ernst, University of Maryland – Jonathan Sokobin, Financial Industry Regulatory Authority (FINRA) – Chester Spatt, Carnegie Mellon University |
| 13:45-14:30 | Marco Sammon, Harvard Business School | Jennie Bai, Georgetown University | Marco Sammon, Harvard Business School | |
| 14:30-14:50 | Break–out room: The Value of Off-Exchange Data | Thomas Ernst, University of Maryland | Charles Jones, Columbia Business School | – |
| 14:30-14:50 | Break–out room: Passive Ownership and Price Informativeness | Marco Sammon, Harvard Business School | Jennie Bai, Georgetown University | – |
| 14:50 | Close of day one | |||
| Wednesday 15th June UK time zone | Topic and research paper link: | Presenter: | Discussant: | Paper authors: |
|---|---|---|---|---|
| 10:00-11:00 | European Consolidated Tape industry discussion | Moderated by Tilman Lueder, Head of Securities Markets at European Commission | Panellists to date: – Thierry Foucault, HEC Foundation Chaired Professor of Finance, HEC Paris – Niki Beattie, CEO, Market Structure Partners – Matthijs Geneste Autoriteit Financiele Markten (AMF) Senior Supervisor and Project Lead Consolidated Tape – Neil Ryan, Regulatory Specialist, FINBOURNE Technology Limited – Chris Murphy CEO and Founder Ediphy | n/a |
| 11:00-11:45 | Retail Investors and Stock Market Quality in the Pandemic | Xiaoyan Zhang, PBC School of Finance, Tsinghua University | Sophie Moinas, Toulouse School of Economics | – Charles M. Jones, Columbia University – Xiaoyan Zhang, PBC School of Finance, Tsinghua University – Xinran Zhang, Central University of Finance and Economics (CUFE) School of Finance |
| 11:45-12:05 | Break–out room: Industry session TBC | – | ||
| 11:45-12:05 | Break–out room: Retail Investors and Stock Market Quality in the Pandemic | Xiaoyan Zhang, PBC School of Finance, Tsinghua University | Sophie Moinas, Toulouse School of Economics | – |
| 12:05-13:00 | Lunch break | n/a | n/a | n/a |
| Wednesday 15th June UK time zone | Topic and research paper link: | Presenter: | Discussant: | Paper authors: |
|---|---|---|---|---|
| 13:00-13:45 | Does Gamified Trading Stimulate Risk Taking? | Mariana Khapko, University of Toronto and Swedish House of Finance | Debrah Meloso, Toulouse Business School | – Philipp Chapkovski, International Laboratory for Experimental and Behavioural Economics – Mariana Khapko, University of Toronto & Swedish House of Finance – Marius Zoican, University of Toronto |
| 13:45-14:30 | All-to-all Liquidity in Corporate Bonds | Terrence Hendershott, UC Berkeley | Edith Hotchkiss, Boston College | – Terrence Hendershott, UC Berkeley – Dimitry Livdan, UC Berkeley – Norman Schürhoff. Swiss Finance Institute and HEC Lausanne |
| 14:30-14:40 | Plato 2022 Market Structure Awards | Mike Bellaro, CEO, Plato Partnership Awards presented by the 2021 winners: Niki Beattie, CEO Market Structure Partners Anish Puaar, Rosenblatt Securities | ||
| 14:40-15:00 | Break–out room: | Xiaoyan Zhang, PBC School of Finance, Tsinghua University | Sophie Moinas, Toulouse School of Economics | – |
| 14:40-15:00 | Break–out room: All-to-all Liquidity in Corporate Bonds | Terrence Hendershott, UC Berkeley | Edith Hotchkiss, Boston College | – |
| Close of Conference |