I am forwarding you the notes from a regular weekly meeting with one of our
He works on review of the literature regarding drivers behind bid - offer
Please, let me know if you would like additional info.
From: Lee, Bob
Sent: Friday, June 08, 2001 9:59 AM
To: Kaminski, Vince J; Lu, Zimin; Bharati, Rakesh; De, Rabi; Huang, Alex;
Shanbhogue, Vasant; Supatgiat, Chonawee; Barkley, Tom
Cc: Kim, Jinbaek
Subject: Market Maker Discussion
The next session to discuss papers on models for setting the bid-ask spread
Friday, June 15 2:00-3:00PM in 19C2
If you want copies of the papers Jinbaek will present ahead of time, let me
know and I will provide a copy. A summary of yesterday's session is attached.