CALL FOR PAPERS
6TH ANNUAL CENTRAL BANK WORKSHOP
ON THE MICROSTRUCTURE OF FINANCIAL MARKETS
October 7-8, 2010
Federal Reserve Bank of New York
33 Liberty Street
New York, New York
The Federal Reserve Bank of New York and Brandeis International Business School will host this workshop, where researchers and practitioners will discuss issues central to the design, regulation, and use of financial markets, including liquidity, bid-ask spreads, transparency, and market structure. This is the sixth in a series of workshops, with previous sessions held in Oslo, Ottawa, Budapest, Hong Kong, and Zurich.
KEYNOTE SPEAKERS:
- Andrew Lo, Massachusetts Institute of Technology
- Francis Longstaff, University of California at Los Angeles
PROGRAMS OF EARLIER WORKSHOPS:
http://www.norges-bank.no/Pages/Article____12303.aspx
http://www.bankofcanada.ca/en/conference_papers/norgesbank/papers.html
http://english.mnb.hu/engine.aspx?page=mnben_micro2007
http://www.hkimr.org/conferences_detail.asp?id=31&callfrom=coming&page=1
http://www.snb.ch/en/ifor/research/conf/id/sem_2009_10_08
PAPER SUBMISSION PROCEDURE:
The organizers encourage the submission of theoretical and empirical research on the microstructure of equity, fixed- income, money, and foreign exchange markets. Microstructure papers on the financial markets crisis are especially welcome. Interested authors should send drafts of completed papers in PDF form to:
Email: micro2010.conference@ny.frb.org
The deadline for submission is May 15. Papers will be selected by the program committee, and authors of accepted papers will be notified by July 1. There is no conference fee; conference participants are not reimbursed for travel expenses.
AUDIENCE:
The conference is open to academics, central bankers, and other researchers in the area of financial market microstructure. It is closed to the media.
PROGRAM COMMITTEE:
- Martin Evans, Georgetown University
- Michael Fleming, Federal Reserve Bank of New York
- Thierry Foucault, HEC Paris
- Ingrid Lo, Bank of Canada
- Bernt Odegaard, University of Stavanger and Norges Bank
- Carol Osler, Brandeis International Business School
- Christine Parlour, University of California at Berkeley
- Dagfinn Rime, Norges Bank
- Asani Sarkar, Federal Reserve Bank of New York
