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Ben Van Vliet

The paper “Capability Satisficing in High Frequency Trading,” written by Ben Van Vliet, Assistant Professor of Finance, has been accepted for publication to Research in International Business and Finance (RIBAF). The paper explains “the capability theory of how High Frequency Trading firms make allocation decisions under uncertainty, and shows how...

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A paper by Kun Li (Ph.D. Finance ‘15), Ben Van Vliet, Assistant Professor of Finance,  and Rick Cooper, Assistant Professor of Finance has been accepted for publication in the Journal of Behavioral Finance. The paper is titled “How Does High Frequency Trading Affect Low Frequency Trading?”. Kun is Assistant Professor of Finance at Beijing Normal University. 

High Frequency Trading dominates trading in financial markets. However, its impact on Low Frequency Trading is still unclear. This paper...

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The Stuart School of Business has released the Spring 2016 Faculty Research Digest highlighting a sample of recent Stuart faculty publications and research.

Research synopses in this issue explore a wide array of subjects, ranging from branding and social media, to finance and trading, to sustainable economic development, to product placement.

Learn more about Stuart faculty and their research.  Contact ...

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The Stuart School of Business Center for Strategic Finance will host the J.B. Finkl Lecture on Ethics and Finance on Thursday, March 3, from 5:30-8 p.m., at the Downtown Campus, Room C-20. 

Keynote Address: "Why Risk Management Failed:...

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IIT Stuart’s partnership with Trading Technologies was mentioned in a recent article about the forthcoming closure of the futures trading pits at the Chicago Mercantile Exchange.

Anticipating the need for tech-fluent traders in light of the changing industry, Trading Technologies has partnered with four schools through their CampusConnect...

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Visit the recently launched website for IIT Stuart Center for Strategic Finance. The Center promotes the societal interest in more effective financial markets by stimulating critical thinking and discussion on issues related to strategy in financial markets, providing a wealth of information on research related to strategy in finance across disciplines, and encouraging the...

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On November 2-3, 2015, in Chicago, IIT Stuart School of Business and Algorithmic Finance in conjunction with the Securities Technology Analysis Center (STAC) will be holding a joint academic/industry conference on high frequency trading. This call seeks papers for presentation on topics relating to high frequency trading. Papers from various disciplines and interdisciplinary papers are encouraged.

The organizing committee welcomes papers for...

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The paper “Expected Return in High Frequency Trading,” by Assistant Professors of Finance Ben Van Vliet and Rick Cooper, was recently listed on SSRN's Top Ten download list for ERN: Other Microeconomics: General Equilibrium and...

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Assistant Professors of Finance Ben Van Vliet and Rick Cooper have been named guest editors for the Spring 2016 issue of Algorithmic Finance, and are working to host a conference in November that will connect with...

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