Agenda

21 Mag 2025 13:45

Forecasting Financial Markets

San Giobbe Economics Campus

13.45 Registration and Coffee

14.15 Welcoming Address

14.30 (Room 4A) Keynote Lecture: Monica Billio, Ca' Foscari University of Venice - Compounding political and energy risks: A clustered stochastic multi-COVOL model

(Room 4A) Parallel Session 1: CRYPTO CURRENCIES
16.00 Cryptocurrency trading and news
16.30 Risk and reward of crypto portfolios: A comparative assessment of selection approaches
17.00 Crypto-currencies: Forecasting and trading strategies
17.30 Replicating Bitcoin performance: A connectedness analysis of equity portfolios
18.00 Asymmetric volatility and informed trading in cryptocurrencies: New evidence using tick-by-tick data

(Room 2A) Parallel Session 2: MICROSTRUCTURE
16.00 Efficient or not? Price measures in market microstructure
16.30 Density and interval forecasting of intraday trading volume with non-linear ACV models: New evidence on the importance of the seasonal component estimation method
17.00 High-frequency trading and price discovery: The role of strategic runs
17.30 Close-to-Open Google search volume and stock returns
18.00 Do equity block trades influence the dynamics of intraday trading volume? Lessons from the emerging market

Lingua

L'evento si terrà in inglese

Organizzatore

Department of Economics, GRINS

Link

https://ffmconference.com/

Allegati

Programme 443 KB

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