First FBF / IDEI-R Conference on Investment Banking and Financial Markets

March 26-27, 2009, Toulouse, France

List of communications:

2009

• Milo Bianchi (Paris School of Economics), "Bubbles and Crashes with Partially Sophisticated Investors".

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• Joost Driessen (University of Amsterdam), "Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market".

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• Thierry Foucault (HEC, Paris), "Liquidity Cycles and Make/Take Fees in Electronic Markets".

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• Giampiero M. Gallo (University of Florence), "Intra-daily Volume Modeling and Prediction for Algorithmic Trading".

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• Florian Heider (European Central Bank), "Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk".

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• Terry Hendershott (UC Berkeley), "Algorithmic Trading and Information".

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• Johan Hombert (ENSAE-CREST), "Limits of Limits of Arbitrage: Theory and Evidence".

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• Albert J. Menkveld (VU University Amsterdam), "How Do Designated Market Makers Create Value for Small-Caps?".

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• Sophie Moinas, "Trading Structure, Liquidity Rebates and Market Quality".

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• Barbara Rindi (Bocconi University), "Hidden Orders and Optimal Submission Strategies in a Dynamic Limit Order Market".

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• Jean-Charles Rochet (Toulouse School of Economics and IDEI), "Vertical Integration and Regulation in the Securities Settlement Industry".

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• Stéphane Villeneuve (Toulouse School of Economics and IDEI), "Free Cash-Flow, Issuance Costs and Stock Price Volatility".

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• Pierre-Olivier Weill (UCLA), "Liquidity Shocks and Order Book Dynamics".

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