Shadow Workshop Schedule

From GES

Jump to: navigation, search

This year's Shadow Workshop series will take place on Wednesdays, 5:20pm-6:20pm in McNeil 410. Fall workshops start on Wednesday September 6 and end on Wednesday December 19. Please e-mail Michela at mtincani@sas.upenn.edu to sign up for a slot.

  • IMPORTANT: Because of a conflict with the departmental happy hours, which will take place on the last Wednesday of every month, we request that you do not pick the last Wednesday of the month if there are other slots available. If there are no other slots, send and email to Michela at mtincani@sas.upenn.edu and we will find a solution.
  • October 3rd: Enestor dos Santos, "On the Market Inequalities Across Regions"
  • October 10th: Hailey Hayeon Joo, "Social Learning and Advertising in the Motion Picture Industry"
  • October 17th: Georg Strasser, "On the Correlation Structure of Microstructure Noise in Theory and Practice"

(with Francis X. Diebold)

Abstract: We use market microstructure theory to derive the cross-correlation function be- tween latent returns and market microstructure noise. The cross-correlation at zero displacement is typically negative, and cross-correlations at nonzero displacements are positive and decay geometrically. When market makers are very risk averse, the cross- correlation pattern is inverted. The results may be useful for choosing among different market microstructure models and estimation of noise-robust measures of realized volatility.


  • October 24th: Claire Lim, "Turnover and Accountability of Appointed and Elected Judges"


If you are giving a talk, you might want to read the instructions for uploading your presentation.

Shadow Treats: GES will be offering a tray of fine pastries from the Center City pastry shop Andro's. The selection will include European, Middle Eastern and American pastries. Check out Andro's website: Andro's Sweets and Treats

Retrieved from "http://boards.ssc.upenn.edu/ges/index.php/Shadow_Workshop_Schedule"
Personal tools