Financial Econometrics: Asset Pricing and Market Microstructure

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Dobrislav Dobrev Rustam Ibragimov Diego Ronchetti Contributed Sessions 28/08 18:00 CEST
90
mins
Diego Ronchetti
40.039
Add to Calendar 2023-08-28 18:00:00 2024-11-20 15:24:24 EEA-ESEM 2023: Financial Econometrics: Asset Pricing and Market Microstructure. Room: 40.039 EEA-ESEM 2023 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

High-Frequency Cross-Market Trading: Model Free Measurement and Testable Implications

Read paper

Fundamental Value Pricing and Bubbles for Nontraditional Assets: The Case of Cryptocurrencies

Read paper

Structural estimation of rational expectations models with recursive preferences

Read paper

Presentations

High-Frequency Cross-Market Trading: Model Free Measurement and Testable Implications

Fundamental Value Pricing and Bubbles for Nontraditional Assets: The Case of Cryptocurrencies

Structural estimation of rational expectations models with recursive preferences

View

Econometric Society General Sponsors

Amazon science
BlackRock
Logo
D E Shaw & Co
European Central Bank
Fundacion BBVA Logo
Two sigma
Yale Economic Growth Center