Joel Hasbrouck - NYU Stern

High-frequency quoting: short-term volatility in bids and offers

    Date:  10/26/2015 (Mon)

    Time:  11:30am- 1:00pm

    Location:  Seminar will be held on-site: Social Sciences 111

    Organizer:  Jia Li, Ph.D.


Meeting Schedule: Login or email the organizer to schedule a meeting.

    All meetings will be held in the same location as the seminar unless otherwise noted.

    9:30am - Jia pick up at hotel

   10:30am - George

   11:00am - Tim Bollerslev

   11:30am - Seminar Presentation (11:30am to 1:00pm)

    1:00pm - Coffee Time

    1:30pm - Coffee Time

    2:00pm - Jia Li 228G

    2:30pm - Jia Li 228G

    3:00pm - Dacheng Xiu

    5:00pm - Dinner at Capital Chop House (Flight departs 7:56pm) Tim, George, Jia, Dacheng