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