2nd European Capital Market Workshop

“Media Coverage, Trading Activity and Liquidity Effects Around Private Firm Acquisition Announcements: Evidence from UK Domestic Acquisitions”
Louise Gorman (Dublin Institute of Technology), Eleonora Monaco (Catolica Porto), Pierangelo Rosati (DCU), Riccardo Palumbo (Chieti-Pescara) and Theo Lynn (DCU)

“Interpreting Market Inefficiency vs. Irrationality using News Sentiment and Information Transfer Entropy”
Anqi Liu (Cardiff), Jing Chen (Cardiff), Steve Yang (Stevens Institute of Technology) and Alan Hawkes (Swansea)

“A High-Frequency Analysis of Bitcoin Liquidity”
Alexander Brauneis (Klagenfurt), Roland Mestel (Graz), Ryan Riordan (Queens) and Erik Theissen (Mannheim and Graz)

“Funding Constraints and Informational Efficiency”
Sergei Glebkin (INSEAD), Naveen Gondhi (INSEAD) and John Kuong (INSEAD)

“Order Aggressiveness and Flash Crashes”
Khaladdin Rzayev (Edinburgh) and Gbenga Ibikunle (Edinburgh)

“Once Upon a Broker Time? Order Preferencing and Market Quality”
Hans Degryse (Leuven) and Nikolaos Karagiannis (Leuven)

“High-Frequency Trading and Institutional Trading Costs”
Marie Chen (LSE) and Corey Garriott (Bank of Canada)

“Liquidity and the Rise of Fast Trading on Euronext: A Historical Perspective”
Christophe Desagre (Louvain), Catherine D’Hondt (Louvain) and Mikael Petitjean (IESEG)

“High Frequency Trading During Flash Crashes: Walk of Shame or Hall of Fame?”
Mario Bellia (Goethe), Kim Christensen (CREATES), Aleksey Kolokolov (Goethe), Loriana Pelizzon (Goethe) and Roberrto Reno (Verona)

“Bank CDS Spreads and Stock Liquidity”
Falko Fecht (Frankfurt), Phil Molyneux (Sharjah), Qingwei Wang (Cardiff) and Ru Xie (Bath)

“Does Liquidity Cause Market Return Reversals? A Natural Experiment”
Thummim Cho (LSE)

“On the Term Structure of Liquidity in the European Sovereign Bond Market”
Conall O’Sullivan (UCD) and Vassilios Papavassiliou (UCD)

“High-Frequency Market Making: Liquidity Provision, Adverse Selection and Competition”
Mario Bellia (Goethe)

“Multimarket High-Frequency Trading and Commonality in Liquidity”
Olga Klein (Warwick) and Shiyun Song (Warwick)

“High Frequency Trading and Ghost Liquidity”
Hans Degryse (Leuven), Rudy De Winne (Louvain), Carole Gresse (Dauphine) and Richard Payne (Bayes)

“The Demand for Central Clearing: To Clear or Not to Clear, That is the Question!”
Mario Bellia (Goethe), Roberto Panzica (Goethe), Loriana Pelizzon (Goethe) and Tuomas Peltonen (European Systematic Risk Board)

“Dynamic Trade Informativeness”
Bart Zhou Yueshen (INSEAD) and Jinyuan Zhang (INSEAD)

“The Dollar Profits to Insider Trading”
Peter Cziraki (Toronto) and Jasmin Gider (Bonn)