Analysing high-frequency trading

Econometrics

16Jan2019 14:00 - 15:00

PhD defence ceremony

During the past decades high-frequency trading has transformed financial markets and has become a subject for debate in the media and among financial regulators. Zhen Li develops new econometric methods for analysing high-frequency financial data.

Z. Li: Econometric Analysis of High-Frequency Market Microstructure.

Supervisors

Prof. R.J.A. Laeven

Prof. M.H. Vellekoop

Co-supervisor

Prof. H.P. Boswijk

Location

  • Agnietenkapel

    Oudezijds Voorburgwal 229 - 231 | 1012 EZ Amsterdam
    +31 (0)20 525 2362

    Go to detailpage

Entrance

This event is open to the public.

Published by  University of Amsterdam