Conference on the microstructure of equity and currency markets
Announcement and call for papers for a conference on the microstructure of equity and currency markets.
Norges Bank and the Norwegian School of Management are pleased to invite to a two day conference on Market Microstructure. The conference will be held in Oslo, Norway, September 9 and 10, 2005.
The conference is to be an academic forum for current research in market microstructure. The conference goes over two days. Each day will concentrate on papers analyzing one of the two markets: Equity and Currency. Possible topics are:
- market microstructure and asset pricing
- trading and automation
- fragmentation and competition between trading venues
- transparency and disclosure
- liquidity risk
Paper submission:
E-mail: MicrostructureConf@norges-bank.no
Postal address:
Johannes Skjeltorp
Norges Bank
P.O.Box 1179 Sentrum
0107 Oslo
Norway
Submission deadline: 15 April 2005
Authors to be notified by: 15 June 2005
Information on:
http://www.norges-bank.no/research/microconf.html
http://finance.bi.no/~microconf
Organizing committee:
Thierry Foucault, HEC, Paris
Richard Lyons, University of California, Berkeley
Dagfinn Rime, Norges Bank
Bernt Arne Odegaard, Norwegian School of Management