APAD Conference Archive
APAD 2022 Session 4 - 6
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Date2022.07.14
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Session 04.zip
Session 05_02_A Linear-rational Multi-curve Term Structure Model with Stochastic Spread.pdf
Session 06_01_High-frequency Trading in the Stock Market and the Costs of Option Market Making.pdf
Session 06_02_Trading Constraints in Continuous-time Kyle Models.pdf
*Session 04 ESG
-The Effect of ESG-motivated Turnover on Firm Financial Risk
-Are Socially Responsible Firms Really Responsible? Main Street Lending during the Great Recession
-ESG Commitment and the Value of "Walking the Talk": Evidence from Closed-End Funds
*Session 05 Fixed Income Securities
-A linear-rational multi-curve term structure model with stochastic spread
*Session 06 Market Microstructure
-High-frequency Trading in the Stock Market and the Costs of Option Market Making
-In Pursuit of a Level Trading Field: An Empirical Examination of IEXs Crumbling Quote Remove Fee
-The Effect of ESG-motivated Turnover on Firm Financial Risk
-Are Socially Responsible Firms Really Responsible? Main Street Lending during the Great Recession
-ESG Commitment and the Value of "Walking the Talk": Evidence from Closed-End Funds
*Session 05 Fixed Income Securities
-A linear-rational multi-curve term structure model with stochastic spread
*Session 06 Market Microstructure
-High-frequency Trading in the Stock Market and the Costs of Option Market Making
-In Pursuit of a Level Trading Field: An Empirical Examination of IEXs Crumbling Quote Remove Fee
