Call for Papers

8th Annual Central Bank Workshop on the Microstructure of Financial Markets “Recent Innovations in Financial Market Structure”

25–26 October 2012
Ottawa, Canada

The Bank of Canada is organizing a two-day workshop on the microstructure of financial markets that will be held in Ottawa 25 and 26 October 2012. The workshop is the eighth in a series of annual central bank workshops that gives researchers, policy-makers and practitioners the opportunity to discuss theoretical work, empirical findings and policy implications related to the microstructure of financial markets.

The keynote speakers at the event will be:

  • Charles Jones (Robert W. Lear Professor of Finance and Economics, Columbia Business School)
  • Jos Schmitt (Chief Executive Officer, Alpha Trading Systems)

In addition, there will be two panel discussions featuring representatives from the industry and the regulatory community.

Submission

The organizers encourage the submission of theoretical and empirical research related to financial market microstructure. They welcome papers on recent innovations in the technologies, institutions and practices of trading, including but not limited to: high-frequency trading, dark liquidity, market fragmentation and consolidation, over-the-counter and intermediated trading, ETFs, liquidity risk, crashes, and the policy implications of the innovations. They encourage papers related to all financial markets, including derivatives, bond, currency and commodities markets as well as equity.

Authors may submit drafts of completed papers in PDF form to . The deadline for submission is 15 June 2012. Papers will be selected by the program committee. Authors of accepted papers will be notified by 15 August 2012. There is no conference fee. A limited disbursement will be offered to presenters and discussants who travel to Ottawa.

Program committee

Martin Evans (Georgetown)
Thierry Foucault (HEC Paris)
Michael Fleming (New York Fed)
Corey Garriott (Bank of Canada)
Ingrid Lo (Chinese University of Hong Kong)
Bernt Ødegaard (Stavanger)
Carol Osler (Brandeis)
Christine Parlour (UC Berkeley)
Anna Pomeranets (Bank of Canada)
Dagfinn Rime (Norges Bank)
Asani Sarkar (New York Fed)
Giorgio Valente (Essex)