AracneTv | Securities Markets Trends Risks and policies

Convegno

Securities Markets Trends
Risks and policies

venerdì 24 febbraio 2017, ore 8:45 - 18:00

Deutsche Bank Room (AS02)
Dipartimento di Finanza
Università Commerciale “Luigi Bocconi”
via Guglielmo Corrado Roentgen, 1 (II piano)
20136 Milano

Saluti introduttivi
Marco Maria OTTAVIANI / Carmine DI NOIA

Keynote Speech Colin MAYER

Prima Sessione Securities and Financial Markets
Presiede Massimo GUIDOLIN

Risk and return in high frequency trading
Jonathan BROGAARD
Matthew BARON
Andrei KIRILENKO
Björn HAGSTRöMER

Discute Fabrizio LILLO

The propagation of shocks across international equity markets
A microstructure perspective
Darya YUFEROVA
Dion BONGAERTS
Richard ROLL
Dominik RöSCH
Mathijs VAN DIJK

Discute Loriana PELIZZON

A tale of one exchange and two order books
Effects of fragmentation in the absence of competition
Satchit SAGADE
Alejandro BERNALES
Italo RIARTE
Marcela VALENZUELA
Christian WESTHEIDE

Discute Giovanni PETRELLA

Much ado about nothing
A study of differential pricing and liquidity of short and long term bonds
Zorka SIMON
Joost DRIESSEN
Theo E. NIJMAN

Discute Paolo COLLA

Seconda Sessione Financial institutions and corporate finance
Presiede Giovanni Siciliano

Empty creditors and strong shareholders
The real effects of credit risk taking
Stefano COLONNELLO
Matthias EFING
Francesca ZUCCHI

Discute Francesco COLUMBA

Canary in a coalmine
Securities lending predicting the performance of securitized bonds
Alberto MANCONI
Elisabeth KEMPF
Massimo MASSA

Discute Giovanni FERRI

Equity ownership in IPO issuers by brokerage firms and analyst research coverage
Xi LI
Qiang KANG
Ronald W. MASULIS

Discute Hannes WAGNER

Does financial innovation enhance or inhibit real innovation?
Lora DIMITROVA
Sapnoti K. ESWAR

Discute Alberto ZAZZARO

Policy Session Technology and financial services
The development and regulation of robo-advice
Presiede Francesco SAITA

Intervengono
Mark ABRAHAMSON
Filippo ANNUNZIATA
Giuseppe D’AGOSTINO
Salvatore GNONI
Giovanni SANDRI