Right after the Symposium, on Monday 3 June 2019, there will be a special mini-course, 

Financial Markets with Information Frictions

to be delivered by Professor Liyan Yang


This short course summarizes some key contributions in the literature of asymmetric information in financial markets. The subject matter for the course will be mostly theoretical. The course consists of two parts, i.e., tools and applications. First, it overviews competitive rational expectation models and strategic market order models, which are the basic tools for analyzing various phenomena in modern financial markets. Second, the course provides a variety of applications of the theories discussed, such as insider trading, hedge/mutual funds, high-frequency trading, analysts, government intervention and regulations, disclosure, and the value and sales of data. The tools and insights developed in this course can be readily applied to understanding many recent phenomena arising in the emerging data economy.

09:30-11:00 Lecture 1 

11:00-11:30 Break

11:30-13:00 Lecture 2 

13:00-14:00 Lunch

The mini-courses are open to PhD students, early career researchers, and generally those who are sincerely interested in game theory. It is free of charge for participation but registration by contacting the organiser ( is necessary.

To facilitate your travel, you may refer to the attached map for directions. Bus No. 66 offers frequent service between York Railway Station and the University. You may find it convenient to stop at the University Library/Market Square to reach the venue of mini-courses, and stop at the Heslington Hall for the venue of the symposium. 
Economics Game Theory,
May 22, 2018, 2:53 PM