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