|
| Home / Information for / Research / Academic conferences |
5th Annual Central Bank Workshop on the Microstructure of Financial Markets 8-9 October 2009
Conference Organisation
| |
|
|
|
Call for Papers
|
Call for Papers
|
|
|
Program
|
Program
|
|
|
Conference Venue
|
SIX Swiss Exchange, ConventionPoint, Selnaustrasse 30, Zurich (www.conventionpoint.ch)
|
|
|
General Information
|
General Information
|
|
|
List of Participants
|
List of Participants
|
|
|
Papers
|
Michael J. Moore: Individual trader records on EBS Spot: what do they tell us about private information in FX trading?
|
|
|
|
Christian Ewerhart: Repo Markets, Counterparty Risk, and the 2007-2009 Liquidity Crisis
|
|
|
|
Joel Peress: Learning From Stock Prices and Economic Growth
|
|
|
|
Radhakrishnan Gopalan: Investment Decisions, Asset Liquidity, and Stock Liquidity
|
|
|
|
Jacob W. Ejsing: Liquidity premia in German government bonds
|
|
|
|
Xing Zhou: Insider Trading and Conflicts of Interest: Evidence from Corporate Bonds
|
|
|
|
Ekkehart Boehmer: Shackling Short Sellers: The 2008 Shorting Ban
|
|
|
|
Mark Van Achter: A Dynamic Limit Order Market with Diversity in Trading Horizons
|
|
|
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
|
|
|