[Forum SIS] Fwd: Summer School on Empirical Methods in Market Microstructure Research

[Claudio Lupi]

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Apologies for cross-posting

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International Summer School on

*Empirical Methods in Market Microstructure Research (EMMMR)*

*July 9-13, 2018, Agnone (Italy)*



The Department of Economics of the University of Molise, in collaboration
with ECMCRC (European Capital Markets Cooperative Research Centre) and
CMCRC (Capital Markets Cooperative Research Centre), is organizing an
International Summer School on “Empirical Methods in Market Microstructure
Research”.
​ ​


The Summer School will take place from 9 to 13 July, 2018, and it is hosted
in the beautiful medieval town of Agnone, located in the upper part of
Molise.


Conducted in English, the programme addresses graduate and postgraduate
students
​
from Economics with background knowledge in introductory finance and basic
​ ​
statistics.
​
The programme deals with empirical market microstructure research; it aims
at investigating the impact of regulation or market structure on the
quality and efficiency of markets, through a combination of introductory
classes on how to conduct empirical research and “hands on” practical work
in computer laboratory sessions.
​ ​


This course is designed to provide students with an understanding of (1)
approaches
​
to empirical tests in market microstructure research, (2) Thompson Reuters
Tick History
​
(TRTH) data and how it can be used to conduct empirical tests, and (3) the
SAS language and how it can be used to analyse large datasets (Big Data)
comprised of billions of observations.
​ ​


*Who should apply?*

The EMMMR Summer School is targeted to those who would like to supplement their
current studies and research in the field of financial markets. The EMMMR
Summer School, taught entirely in English, is intended for PhD students,
recent graduates and assistant researchers in all subjects related to the
Summer School topics.
​ ​


*Summer School prize*

Capital Market Cooperative Research Centre, an Australian  leading research and
development organisation  based in Sydney, will offer the best
performing student
a
​
grant of up to 5.000 AUD for reimbursement of costs to spend 3 weeks
visiting its headquarter in Sydney to work on a specific research project.
The student, depending
​ ​
on his/her performance, will be offered the possibility to join one of the
CMCRC PhD programs. The PhD program has a duration of 3 years, to be spent
mainly in Sydney,
​​
and the student, if successful, will benefit of annual scholarship of AUD
50,000.
​ ​


*Scientific Committee*

*Francesco Capalbo, Professor of Accounting, University of Molise, Italy*

*Alex Frino, Deputy Vice-Chancellor & Professor of Finance, University of
Wollongong,  Australia*

*Claudio Lupi, Professor of Economic Statistics, University of Molise,
Italy*

*Alberto F. Pozzolo, Professor od Economics, University of Molise, Italy*

*Riccardo Palumbo, Professor of Accounting and Behavioural
Finance, University “G. D’Annunzio”, Italy*


*Faculty*

*Prof. Alex Frino **(University of Wollongong)*

*Prof. Claudio Lupi **(University of Molise)*

*Prof. Alberto F. Pozzolo **(University of Molise)*

*Dr. Ivy Zhou **(University of Wollongong)*


*Fees*

The participation fee to the Summer School is 200€. This fee includes all
teaching, social activities, some meals and transfer from and to Isernia on
shuttle bus.
​ ​
All other expenses incurred by Participants are chargeable to themselves
only. Admitted applicants who accept the place shall agree to pay the programme
fees in full within 15
​
days of notification of acceptance. Failure to do so, will result in the
applicant’s cancellation.
​ ​


Full details available at http://dipeconomia.unimol.it/EMMMR


Contact: EMMMR at unimol.it
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