Panel Discussion: Advances in Market Microstructure | Wharton Finance

Larry Harris of USC Marshall School of Business moderates a panel on advances in market microstructure with Itay Goldstein of the Wharton School, Paul Schultz of University of Notre Dame Mendoza College of Business, and Michail Steliaros of ADIA at the Jacobs Levy Center's 2023 Frontiers in Quantitative Finance Conference.
Led by Professors Chris Geczy, PhD, C'90 and Craig MacKinlay, PhD and established through the vision and generosity of Bruce Jacobs, PhD, G'79, GRW'86 and Ken Levy, WG'76, G'82, the Jacobs Levy Equity Management Center for Quantitative Financial Research at the Wharton School of the University of Pennsylvania is dedicated to the advancement of quantitative finance, at the intersection of theory and practice, through the creation and dissemination of innovative knowledge.
#QuantitativeFinance #Markets #WhartonFinance #FinancePanel
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[@theonlycaulfield]

Interesting what he mentions on the fragmentation of markets. I was just musing today on how the relegation of orderflow from certain platforms to liquidity providers, instead of an exchange, is not giving retail a truly market representative auction to execute on.