Modeling High-Frequency Trading Activity

Confirmed Participants

Name Affiliation
Agliardi, Rossella University of Bologna
Ait-Sahalia, Yacine Princeton University
Almgren, Robert Quantitative Brokers
Andersen, Torben Northwestern University
Ao, Han University of Essex
Bae, Kyounghun University of Maryland
Bell, Peter University of British Columbia
Bouchaud, Jean-Philippe Capital Fund Management
Brogaard, Jonathan University of Washington
Chaboud, Alain Federal Reserve Board
Djurdjevic, Deana TMX Group Limited
Embrechts, Paul ETH Zurich
Filimonov, Vladimir ETHZ
Foucault, Thierry HEC Paris
Garriott, Corey Bank of Canada
Gencay, Ramo Simon Fraser University
Gradojevic, Nikola Lille Catholic University-IESEG and Lakehead University
Gray, Kyle Bank of Canada
Harris, Larry University of Southern California
Hendershott, Terrence University of California Berkeley
Ivliev, Sergey PROGNOZ
Jones, Robert Simon Fraser University
Kasa, Ken Simon Fraser University
Kirchner, Matthias ETH Zurich
Kirilenko, Andrei Massachusetts Institute of Technology
Kyle, Albert S. University of Maryland
Lamacie, Guilherme BM&FBovespa S.A.
Li, Wei University of Maryland
Lillo, Fabrizio Scuola Normale Superiore di Pisa
Mahmoodzadeh, Soheil Simon Fraser University
Olsen, Richard Olsen Ltd
Parlour, Christine University of California-Berkeley
Ping, Li Universtity Electronic Science and Technology of China(UESTC)
Schmidt, Alec Kensho Finance
Stanley, Eugene Boston University
Sutter, Barbara Caroline Swiss National Bank
Tsang, Edward University of Essex
Tseng, Michael Simon Fraser University
Vatter, Thibault University of Lausanne
Xu, Jiangmin Princeton University
Xue, Yu University of International Business and Economics
Yu, Xiao (Christy) Simon Fraser University
Zhang, Kerry Simon Fraser University
Zumbach, Gilles SwissQuant