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5th Annual Central Bank Workshop on the Microstructure of Financial Markets 8-9 October 2009

Conference Organisation

Call for Papers
Call for Papers
PDF (58 kB)
Program
Program
PDF (90 kB)
Conference Venue
SIX Swiss Exchange, ConventionPoint, Selnaustrasse 30, Zurich
(www.conventionpoint.ch)
 
General Information
General Information
PDF (6626 kB)
List of Participants
List of Participants
PDF (62 kB)
Papers
Michael J. Moore: Individual trader records on EBS Spot: what do they tell us about private information in FX trading?
PDF (380 kB)
 
Christian Ewerhart: Repo Markets, Counterparty Risk, and the 2007-2009 Liquidity Crisis
PDF (310 kB)
 
Joel Peress: Learning From Stock Prices and Economic Growth
PDF (393 kB)
 
Radhakrishnan Gopalan: Investment Decisions, Asset Liquidity, and Stock Liquidity
PDF (325 kB)
 
Jacob W. Ejsing: Liquidity premia in German government bonds
PDF (1337 kB)
 
Xing Zhou: Insider Trading and Conflicts of Interest: Evidence from Corporate Bonds
PDF (307 kB)
 
Ekkehart Boehmer: Shackling Short Sellers: The 2008 Shorting Ban
PDF (264 kB)
 
Mark Van Achter: A Dynamic Limit Order Market with Diversity in Trading Horizons
PDF (451 kB)
Organising committee
Martin Evans, Georgetown University
Michael Fleming, Federal Reserve Bank of New York
Thierry Foucault, HEC Paris
Ingrid Lo, Bank of Canada
Bernt A. Odegaard, Norwegian School of Management
Christine Parlour, UC Berkeley
Angelo Ranaldo, Swiss National Bank
Dagfinn Rime, Norges Bank
 
Conference Secretary
Martina Oswald
Swiss National Bank
P.O. Box
CH-8022 Zurich, Switzerland
Phone: +41 44 631 39 18
Fax: +41 44 631 31 75