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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