Conference videos

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 structural model to examine price dynamics. What makes this paper unique is that it allows trades’ permanent price impact is allowed to be time-varying – thus the ‘dynamic’ aspect of trade informativeness.

 

 

A co-author to the paper, Jinyuan Zhang, was the winner of this year’s Best Paper by a Young Researcher, presented by Nej D’Jelal, Head of Electronic Equites, EMEA, Barclays and Plato Partnership Co-Chair and Andrei Kirilenko, Director, Centre for Global Finance and Technology, Imperial Business School.

 

Read the full paper write-up through this link.

 

http://platopartnership.com/2nd-cepr-imperial-plato-market-innovator-mi3-conference-2018-dynamic-trade-informativeness/