16th Annual Central Bank Conference on the Microstructure of Financial Markets

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CfP Deadline Date:
May 15, 2020

Conference Event:
November 2-3, 2020

Event Location:
Zurich, Switzerland

Keynote speaker(s):
Thierry Foucault (HEC Paris) and Robert Almgren (Quantitative Broker)

Organizer(s):
Swiss National Bank (SNB)

The Swiss National Bank will host the 16th Annual Central Bank Conference on the Microstructure of Financial Markets on November 2-3, 2020. This annual central bank workshop invites researchers, policy-makers and practitioners to discuss theoretical work, empirical findings and policy implications related to the microstructure of financial markets. Financial market microstructure may influence, and be affected by, central banks’ policies. Papers addressing the interaction between policy design and financial markets would be particularly welcomed. However, studies in all areas of market microstructure are encouraged and the following non-exhaustive list of topics provides some guidelines for specific areas of interest:

  • Price discovery and market impact in fragmented markets
  • Liquidity provision and flash events
  • Machine learning and microstructure analysisiv)Information disclosure and market liquidity
  • The functioning of OTC markets
  • Central counterparty clearing and financial stability
  • The impact of prudential regulation on market liquidity
  • Impacts of non-standard monetary policy measures on market microstructure
  • The impact of Fintech on market microstructure
  • The impact of “Covid-19 Crisis” on market microstructure

Further Information:

Drafts of completed papers should be submitted in PDF format by May 15, 2020 to microstructure@snb.ch. Authors will be notified whether their papers have been accepted by July 10, 2020. The program and other information about the conference will be posted on SNB’s website in August 2020. Questions can be directed to microstructure@snb.ch.

Link CfP:
16th Annual Central Bank Conference on the Microstructure of Financial Markets, 2-3 November 2020