Call for papers (Submission deadline March 31, 2025)
Keynote speaker: Lin William Cong (Cornell University), Antony Neoh (Asia Academy of International Law)
Previous event:
2024: Banco de Mexico (Mexico city), November 20-21
The Central Bank Conference on the Microstructure of Financial Markets, first held in 2005, brings together researchers, practitioners and policy makers to present and discuss recent research on the microstructure of financial markets.
The conference has a tradition for a broad approach to microstructure, exemplified by (a) capturing general research on frictions in financial markets; (b) adressing the needs of academics, policy-makers and practitioners alike; (c) covering all financial markets, like equity, bonds, foreign exchange, money markets, derivatives, commodities, etc; and (d) maintaining a blend of theoretical and empirically oriented papers.
Giovanni Cespa (Bayes Business School)
Jens Christensen (Fed San Francisco)
Carole Comerton-Forde (U of Melbourne)
Robert Czech (Bank of England)
Andrew Ellul (Indiana University)
Michael Fleming (Fed New York)
Thierry Foucault (HEC Paris)
Björn Hagströmer (Stockholm University)
Peter Hoffmann (ECB)
Edith Hotchkiss (Boston College)
Sophie Moinas (Toulouse)
Bernt Arne Odegaard (U of Stavanger)
Carol Osler (Brandes U)
Christine Parlour (UC Berkeley)
Angelo Ranaldo (U of Basel)
Dagfinn Rime (BI Norwegian Business School)
Norman Schuerhoff (HEC and Swiss Finance Institute)
Giorgio Valente (Hong Kong Institute for Monetary and Financial Research)
Clara Vega (Federal Reserve System)
Banco de Mexico, November 2024
Central Bank of Ireland, October 2015
University in Stavanger (with Norges Bank), August 2011
New York FED in cooperation with Brandeis Business School, October 2010
2005: Terry Hendershott; Richard Olsen; Tarun Chordia; Martin D.D. Evans
2006: Richard K. Lyons; Jiang Wang
2007: Bruno Biais; Martin D.D. Evans
2008: Michael Melvin; Kalok Chan
2009: Hendrik Bessembinder; Maureen O’Hara
2010: Andrew Lo; Francis Longstaff
2011: Chester Spatt; Harrison Hong
2012: Doug Clark; Charles Jones
2013: Darrell Duffie
2014: Dimitri Vayanos; Terry Hendershott
2015: Anette Vissing-Jorgenson; Christine Parlour
2016: Lasse H. Pedersen; Bruno Biais
2017: Albert "Pete" Kyle; Chris Salmon
2018: Carole Comerton-Forde; Cho-hoi Hui
2019: Ingrid Werner; Richard Olsen
2021: Thierry Foucalt; Robert Almgren
2022: Itay Goldstein; Wei Xiong
2023: Markus Brunnermeier; Maureen O'Hara
2024: Albert Menkveld; Gerardo García
Average acceptance rate: 17%
Publications (2005-2018):
JF: 14
JFE: 10
RFS: 11
JFQA/MS/RoF/JFM: 24
AER/REStud/Econometrica: 5
JME/JIE/JMCB: 5
Others: 31
Share top pubs (Top 3 finance, top 5 econ) : 41%