The 2nd Annual
STERN MICROSTRUCTURE MEETING
Friday, June 1, 2012 Stern School, New York Submissions are invited for the Stern Microstructure Meeting
scheduled for June 1, 2012 at NYU Stern School in New York City. The
meeting will be organized by Joel Hasbrouck. The program committee is
Tarun Chordia, Amit Goyal, Charles Jones, Bruce Lehmann and Avanidhar
Subrahmanyam. Supporting funding is provided by NASDAQ OMX through a
grant to the Salomon Center at Stern. The focus of the program meeting is the economics of securities
markets. This includes (but is not limited to) theoretical,
empirical, and experimental analyses of: the role of information in the
price-discovery process; the definition, measurement, and determinants
of liquidity; the costs and benefits of alternate trading mechanisms and
market structures; the measurement and control of transactions costs;
the role of regulation and the evolution of market design; domestic and
international comparisons of trading costs; cross-border listing and
trading securities; trading technology and information systems;
practical implications of market design for risk management; and
financial engineering. If
you are interested in presenting a paper at the meeting, please upload a
PDF at the submission website:
http://pages.stern.nyu.edu/~jhasbrou/openconf/index.php. The
deadline for submissions is midnight, Friday, April 27, 2012. The
Salomon Center will cover the expenses of those chosen to present papers
at the meeting (one author's expenses in the case of multiple-authored
papers). |