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2003 MTS Conference on Financial Markets
Research Papers
 Return
to 2003 MTS Conference on Financial Markets
The following research papers were discussed at the first annual MTS
Conference on Financial Markets. To view the paper, please click on the
document.
These papers are protected by copyright and other intellectual property
laws. All rights are reserved by their respective authors.
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The Price of Future Liquidity: Time-Varying Liquidity in the US Treasury Market by David Goldreich, Bernd Hanke and Purnendu Nath, all from the London Business School |
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The Microstructure of EuroMTS by Frank de Jong and Yiu Chung Cheung, both from the University of Amsterdam and Barbara Rindi, Bocconi University |
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Orders Submission Strategies: Empirical Evidence from the NYSE by Cecilia Caglio, Bocconi University, and Alessandro Beber, University of Lausanne |
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Positive Feedback Trading Under Stress: Evidence from the US Treasury Market by Benjamin Cohen, International Monetary Fund and Hyun Shong Shin, London School of Economics |
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The Information Content of the Demand and Supply Schedules of Stocks by Avi WOHL and Avner Kalay, both from Tel Aviv University |
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The "Make or Take" Decision in an Electronic Market: Evidence on the Evolution of Liquidity by Robert Bloomfield, Cornell University, co authors Maureen O'Hara, Cornell University and Gideon Saar, New York University
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