Stevanovich Center:  Market Microstructure and High Frequency Data

Through May 20, 2022 Sheraton Hotel in downtown Chicago

Mayfair Room (one floor below the lobby)
301 E. North Water Street
Chicago, IL 60611

This highly-regarded annual conference brings together academic researchers and professionals to exchange ideas related to market microstructure and high-frequency data. The 2022 meeting will be the eighth edition of the Stevanovich Center conference on Market Microstructure and High Frequency Data.

Scientific Organizing Committee:  Roger Lee (UChicago), Per Mykland (UChicago) and Lan Zhang (UIC)

CONFIRMED SPEAKERS

  • Torben Andersen, Northwestern University
  • Federico Bandi, Johns Hopkins University,
  • Rong Chen, Rutgers University
  • Carsten H.Y. Chong, Columbia University
  • Per Mykland, University of Chicago
  • Andrew Patton, Duke University
  • Mark Podolskij, University of Luxembourg
  • Mathieu Rosenbaum, Ecole Polytechnique
  • Viktor Todorov, Northwestern University
  • Frederi Viens, Michigan State University
  • Dacheng Xiu, University of Chicago
  • Lan Zhang, University of Illinois at Chicago (UIC)
  • Zhengjun Zhang, University of Wisconsin, Madison

Event Type

Conferences

May 18