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.

 

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