Depto. de Ingeniería Industrial – Sala de Consejo – Beauchef 851, piso 4, sala 401
“Price discovery and market microstructure noise», a cargo de Marcelo Fernandes, Fundação Getulio Vargas.
Abstract:
Using a continuous-time price discovery model, we show that the standard econometric framework typically yields inconsistent estimates of the price discovery measures in the presence
Depto. de Ingeniería Industrial – Sala de Consejo – Beauchef 851, piso 4, sala 401
“Markets for Information», a cargo de Alessandro Bonatti, MIT Sloan School of Management.
“We discuss the value and the price of social data and how this defines a clear “data markup”. We outline social welfare consequences and provide