ICEF Professor at Western Finance Association Conference
June 18 - 21, 2012 Research paper coauthored by ICEF professor Alexei Boulatov was presented at the 47th Annual Conference of the Western Finance Association in Las Vegas, USA.
The paper “Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers” was presented by Alexei’s coauthor Thomas J. George (University of Houston.) The paper proposes a tractable theoretical model in order to analyze the impact of hidden liquidity on market quality when strategic informed traders can trade as either liquidity demanders or providers.
The WFA Meeting is one of the highest ranked International meetings in Financial Economics.
Western Finance Association (WFA) is a professional society for academicians and practitioners with a scholarly interest in the development and application of research in finance. Their purpose is to serve as a focal point for communication among members, to improve teaching and scholarship, and to provide for the dissemination of information, including the holding of meetings and the support of publications.