May 18 schedule

8:50-9am Welcome remarks

9-9:45am Johannes Muhle-Karbe: The cost of misspecifying price impact

10-10:45am Gordan Zitkovic: Kyle's model with stochastic liquidity

11-11:45am Scott Robertson: Equilibrium with asymmetric information and general uninformed agent preferences

11:45-1:30pm Lunch break

1:30-2:15pm Mathieu Rosenbaum: Understanding the role of participation rate in the square root law

2:30-3:15pm Paolo Guasoni: Lightning network Economics: channels and topology

3:30-4:15pm Jianfeng Zhang: Voting with decentralized policy contingent payment promises

4:30-5:15pm Marcel Nutz: Unwinding stochastic order flow in a central risk book