Eighth Annual Conference

The eighth annual conference of The Paul Woolley Centre for the Study of Capital Market Dysfunctionality took place at the London School of Economics on 4-5 June 2015.

Organising Committee: Georgy Chabakauri, Amil Dasgupta, Dong Lou, Igor Makarov, Christopher Polk, Dimitri Vayanos, Michela Verardo, Kathy Yuan, and Kostas Zachariadis.

The conference comprised 5 sessions:

  1. Arbitrageurs and Experts
  2. Trading and Market Efficiency
  3. Frictions
  4. Price Impact of Institutional Trades
  5. Search Markets

View the conference programme.

Session 1: Arbitrageurs and Experts

  • Toxic Arbitrage
    Thierry Foucault (HEC, Paris)
    Roman Kozhan (Warwick Business School)
    Wing Wah Tham (Erasmus University Rotterdam)
    Discussant: Joel Peress (INSEAD)

Session 2: Trading and Market Efficiency

  • Learning in Crowded Markets
    Peter Kondor (Central European University)
    Adam Zawadowski (Boston University)
    Discussant: Victoria Vanasco (Stanford GSB)
  • Quote Stuffing and Market Quality
    Cheng Gao (Rutgers University)
    Bruce Mizrach (Rutgers University)
    Sait Ozturk (Erasmus University)
    Discussant: Brian Weller (Kellogg School of Management)

Session 3: Frictions

  • Optimal Margins and Equilibrium Prices
    Bruno Biais (Toulouse School of Economics)
    Florian Heider (European Central Bank)
    Marie Hoerova (European Central Bank)
    Discussant: S. “Vish” Viswanathan (Duke University)

Session 4: Price Impact of Institutional Trades

Session 5: Search Markets

  • Benchmarks in Search Markets
    Darrell Duffie (Stanford University GSB)
    Piotr Dworczak (Stanford University GSB)
    Haoxiang Zhu (MIT)
    Discussant: Chester Spatt (Carnegie Mellon)
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8th PWC Conference

8th PWC Conference

8th PWC Conference

8th PWC Conference

8th PWC Conference

8th PWC Conference