finance

Workshop on Numerical Methods For Finance and Insurance (NMFIW)
Feb 27, 2025 — Feb 28, 2025 Milano, Italy
A Model of Price Formation in Frictionless Markets
Available at SSRN
Emanuele Guidotti
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Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Journal of Financial Economics, vol. 161, pag. 103916
David Ardia, Emanuele Guidotti, Tim Kroencke
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Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Seminar at EPFL, Swiss Finance Institute
Oct 10, 2023 12:00 PM — 1:00 PM Lausanne, Switzerland
Annual Meeting of the Financial Management Association (FMA)
Oct 19, 2022 — Oct 22, 2022 Atlanta, Georgia, United States
Annual Meeting of the Financial Management Association (FMA)
Annual Meeting of the European Finance Association (EFA)
Aug 24, 2022 — Aug 27, 2022 Barcelona, Spain
Annual Meeting of the European Finance Association (EFA)
International Conference on Quantitative Finance and Financial Econometrics (QFFE)
Jun 16, 2022 — Jun 17, 2022 Marseille, France
Seminar at HEC Montréal, Department of Finance
May 10, 2022 12:00 PM — 1:00 PM Montréal, Canada
Annual Financial Market Liquidity Conference (AFML)
Nov 11, 2021 — Nov 12, 2021 Budapest, Hungary
International Risk Management Conference (IRMC)
Oct 1, 2021 — Oct 2, 2021 Cagliari, Italy