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NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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Market
Microstructure Meeting |
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Bruce
Lehmann, Andrew Lo, Matthew Spiegel, and Avanidhar Subrahmanyam, Organizers |
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July 19,
2003 |
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Royal
Sonesta Hotel |
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5
Cambridge Parkway |
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Cambridge,
MA |
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PRELIMINARY
PROGRAM |
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FRIDAY, JULY 18: |
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7:00 PM |
Dinner, Davio's Restaurant at the Royal Sonesta Hotel
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SATURDAY, JULY 19: |
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8:30 AM |
Continental Breakfast |
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9:00 AM |
ANDREW ELLUL, CRAIG W. HOLDEN,
and |
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ROBERT JENNINGS, Indiana
University |
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PANKAJ JAIN, University of
Memphis |
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Determinants of Order Choice on
the New York Stock Exchange |
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Discussant: JOEL HASBROUCK, New York University |
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10:00 AM |
HENDRIK BESSEMBINDER, University
of Utah |
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Discussant: EKKEHART BOEHMER, New York Stock Exchange |
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11:00 AM |
Break |
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11:15 AM |
CHARLES M. JONES, Columbia
University |
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MARC L. LIPSON, University of
Georgia |
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Discussant: KUMAR VENKATARAMAN, |
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Southern Methodist University |
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12:15 PM |
Lunch, Speaker: Michael Edleson, NASDAQ |
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1:30 PM |
ANANTH MADHAVAN, Investment
Technology Group, Inc. |
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LESLIE M. MARX, Duke University |
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VENKATESH PANCHAPAGESAN, Nasdaq
Stock Market |
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Discussant: EUGENE KANDEL, Hebrew University |
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2:30 PM |
CHARLES CAO, OLIVER HANSCH and
XIAOXIN WANG, |
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Pennsylvania State University |
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Discussant: G. GEOFFREY BOOTH, Michigan State University |
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3:30 PM |
Break |
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3:45 PM |
HANS G. HEIDLE, University of
Notre Dame |
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XI LI, University of Miami |
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Is there Evidence of Front-Running
Before Analyst Recommendations? |
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Discussant: PAUL IRVINE, Emory University |
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4:45 PM |
Adjourn |
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6/17/03 |
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