Prix EUROFIDAI BEDOFIH du meilleur article publié en 2021 utilisant les bases de données haute fréquence en 2021, attribué à St Ligot, R. Gillet et I. Veryzhenko

Stephanie Ligot (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne), Roland Gillet (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne and Solvay Brussels School of Economics and Management (CEBRIG), Free University of Brussels), Iryna Veryzhenko (CNAM Paris) have received the EUROFIDAI BEDOFIH High frequency data Award for their article :
"Intraday volatility smile: Effects of fragmentation and High-Frequency trading on price efficiency", Journal of International Financial Markets, Institutions and Money, Vol 75, November 2021.

 

The awards ceremony was organized during the Paris December Finance Meeting held on December 16, 2021.