Carole Gresse is Professor of Finance at Université Paris-Dauphine  and is head of the Master of Financial Markets, Commodity Markets & Risk Management Program.

She is a graduate of the ESCP Graduate School of Management and holds a PhD from Université Paris-Dauphine. Her dissertation was awarded by Euronext Paris and granted for publication by the French Ministry of Education and Research. It also received the “Gaëtan Pirou” award for the best PhD dissertation in Economics and Business, Universities of Paris.

She has published several books in finance and several research articles in financial market microstructure.  She also works as a consultant for banks, exchanges, and brokerage firms.

Current Involvement with CRC:

• PhD Students Workshop Series: EURONEXT Market Design
• Co-research with CRC Students and Researchers:
  • Market Fragmentation and Market Quality
  • The Introduction of ETFs and Market Quality

George H. K. Wang received his PhD in economics and statistics from Iowa State University. Prior to join George Mason University, he was Deputy Chief Economist, Director of Market Research at U.S. Commodity Futures Trading Commission. Wang also served as Senior Financial Economist and Econometrician at Federal Home Loan Bank Board.

In summer, 2006 and 2007, Professor Wang was a Visiting Professor of Finance in the Faculty of Business and Economics at the University of Sydney in Sydney, Australia and Visiting Scholar sponsored by Taiwan National Science Council to National Central University, Jhongli, Taiwan in July 2007.

Professor Wang's research and teaching interests include derivatives and risk management, applied time series and financial econometrics, empirical market microstructure. He has published more than thirty papers in major refereed journals in the areas of derivative markets, applied time series, econometrics, mortgage and housing markets and transportation. Wang is an elected ordinary member of International Statistical Institute and on the editorial board of the Journal of Futures Markets.

Frederick (Rick) Harris is the John B. McKinnon Professor of Economics and Finance at the Babcock School, Wake Forest University. Previously, he taught at William and Mary, the University of Texas, and the University of Virginia. Dr. Harris specializes in pricing tactics and security market design and has published in the major journals in economics, finance, and operations.

His current research focuses on the application of capacity-constrained pricing models to stock specialists and electronic trading systems. Dr. Harris has published 40 articles and is the co-author of Managerial Economics: Applications, Strategy, and Tactics, 11th ed. He earned a B.A. with distinction from Dartmouth College and a Ph.D. from the University of Virginia in 1981.

Current Involvement with CRC:

• PhD Students Workshop Series: Research Methodology for Price Discovery
• Co-research with CRC PhD Students and Researchers: 
  • Price Discovery - Pre and Post MiFID
  • The impact of Algorithmic Trading on Price Discovery
  • Securities Market Manipulations and the Assurance of Market Quality

Robert I. Webb is a professor of Finance at the University of Virginia. He is a Paul Tudor Jones II Research Professor at the McIntire School of Commerce of the University of Virginia. Additionally, he is the editor of the Journal of Futures Markets, published by Wiley. He is also the author of Macroeconomic Information and Financial Trading and Trading Catalysts: How Events Move Markets and Create Trading Opportunities.

Previously he was a consultant to the World Bank and he traded on the floor at the Chicago Mercantile Exchange. He also served as a Senior Financial Economist at both the Executive Office of the President, Office of Management and Budget, and the Commodity Futures Trading Commission.

Robert Webb received his undergraduate degree from the University of Wisconsin–Eau Claire and obtained his doctorate from the University of Chicago.

Current Involvement with CRC:

• PhD Student Workshop Series.

Professor Steve Satchell is Academic Advisor to Alpha Strategies and numerous other financial organisations, a Fellow of Trinity College, Cambridge, and the Reader in Financial Econometrics at Cambridge University. Steve is one of the most highly regarded academics within the UK investment industry. He has Ph.D.s from Cambridge University and the London School of Economics.

Current Involvement with CRC:

• PhD Student Workshop Series: Insider Trading – the Leland’s Model and Case Study
  
  

Professor Thomas H. McInish is an author or co-author of more than one hundred scholarly articles in leading journals such as the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Portfolio Management, the Review of Economics and Statistics, and the Sloan Management Review. Cited as one of the “Most Prolific Authors in 72 Finance Journals;” Ranked 20 (tie) out of 17,573 individuals publishing in these journals from 1953 to 2002. Another study ranked Dr. McInish as 58 out of 4,990 academics in number of articles published during 1990-2002. Professor McInish’s co-authored, path-breaking article on intraday stock market patterns originally published in the Journal of Finance was selected for inclusion in (1) Microstructure: The Organization of Trading and Short Term Price Behavior, which is part of the series edited by Richard Roll of UCLA entitled The International Library of Critical Writings in Financial Economics and (2) Continuous-Time Methods and Market Microstructure, which is part of the International Library of Financial Econometrics edited by Andrew W. Lo of MIT. His book, Corporate Spin-Offs, was selected by Choice, a publication of the Association of College and Research Libraries, for inclusion on its list of "Outstanding Academic Books 1984." Blackwell Publishers published his book Capital Markets: A Global Perspective in 2000 in English and Chinese. Dr. McInish earned his Ph.D. from the University of Pittsburgh. Professor McInish currently holds the Wunderlich Chair of Excellence in Finance at The University of Memphis.

Current Involvement with the CRC:

• PhD Student Workshop Series.
• Co-research with CRC PhD Students and Researchers:
  • The impact of Market Design Change on Market Quality