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High Frequency Trading The Impact of Algorithmic and High Frequency Trading: The state of the evidence and regulatory issues 15 March, 2012 - Singapore
An evening presentation with Professor Ekkehart Boehmer

At a special presentation in Singapore on 15 March, 2012, Ekkehart Boehmer, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, will be drawing on his ongoing research to discuss the impact of high frequency trading on markets and review regulatory concerns and options.

Professor Boehmer will present new empirical evidence on the relationship between algorithmic trading and the liquidity, efficiency and volatility of equity markets derived from the analysis of nine years of prices and quotes for 13,000 stocks listed on 39 markets around the world.

  • 5:45pm

  • 6:00pm
    Presentation: The Impact of Algorithmic and High Frequency Trading
    Ekkehart Boehmer, Professor of Finance, EDHEC Business School, and Member, EDHEC-Risk Institute
    • The rise and impact of algorithmic and high-frequency trading strategies on    markets
    • The state of the academic evidence
    • New empirical evidence on algorithmic trading – nine years of data on 13,000    firms and 39 markets
    • Regulatory concerns, options, and challenges

  • 7:30pm
    Question & Answer Session

  • 8:00pm
About the Speaker

Professor Boehmer’s research interests lie principally in the microstructure of equity markets, and his most recent publications deal with short-selling, the predictability of stock returns, and the role of institutional investors.

He has published in leading journals, including Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Journal of Financial Intermediation, and Review of Financial Studies. He serves as associate editor to Review of Financial Studies and Financial Management.

Professor Boehmer has also held positions in the financial industry, as Director of Research at the New York Stock Exchange and Senior Economist at the United States Securities and Exchange Commission.

Prior to joining EDHEC Business School as full-time faculty, he was an affiliate professor of the EDHEC-Risk Institute PhD in Finance programme and the John B. Rogers Professor of Banking and Finance at the University of Oregon Lundquist College of Business and prior to that, the holder of the Nichols Professorship of Finance at Texas A&M University Mays Business School. He holds an MA in Economics and a PhD in Finance from the University of Georgia.
Event Details
  When   Between 15/03/2012 05:30 PM and 15/03/2012 09:00 PM
Where   EDHEC Risk Institute–Asia, One George Street (Seventh Floor), Singapore
Contact Details
  Name   Maslinda Hassan
E-mail   Maslinda.Hassan@edhec-risk.com
Phone   +65 6438 0030