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 2024-07-15 04:25:51 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

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

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Structural estimation of rational expectations models with recursive preferences

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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

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