Etkinlikler

PHIL Konuşma: “Essence, Modality, and Identity,” Alexander Skiles (MIT, Linguistics and Philosophy / University of Gothenburg, Philosophy), H-232, 11:00 22 Şubat (EN)

By Alexander Skiles (MIT, Linguistics and Philosophy/ University of Gothenburg, Philosophy) Date: Friday, 22nd February, 2019 Time: 11:00 – 12:30 Place: H-232 Abstract: In this talk, I defend an essentialist account of metaphysical necessity and possibility against several recent challenges. The account differs from other essentialist approaches in the literature […]

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Seminer: “A high frequency analysis of the information content of trading volume,” Khaladdin Rzayev (The University of Edinburgh), Ümit Berkman Seminer Odası (MA-330), 13:40 22 Şubat (EN)

Abstract: We propose a state space modelling approach for decomposing high frequency trading volume into liquidity-driven and information-driven components. Based on a set of high frequency S&P 500 stocks data, we show that informed trading increases pricing efficiency by reducing volatility, illiquidity and toxicity/adverse selection during periods of non-aggressive trading. […]

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