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5th Annual Central Bank Workshop on the Microstructure of Financial Markets, 8-9 October 2009

Conference organisation

  • Call for papers

    PDF
  • Programme

    PDF
  • Conference venue: SIX Swiss Exchange, ConventionPoint, Selnaustrasse 30, Zurich

    www.conventionpoint.ch

    Apri il link
  • General information

    PDF
  • List of participants

    PDF
  • City map

    PDF

Papers

  • Michael J. Moore: Individual trader records on EBS Spot: what do they tell us about private information in FX trading?

    PDF
  • Christian Ewerhart: Repo Markets, Counterparty Risk, and the 2007-2009 Liquidity Crisis

    PDF
  • Joel Peress: Learning From Stock Prices and Economic Growth

    PDF
  • Radhakrishnan Gopalan: Investment Decisions, Asset Liquidity and Stock Liquidity

    PDF
  • Jacob W. Ejsing: Liquidity premia in German government bonds

    PDF
  • Xing Zhou: Insider Trading and Conflicts of Interest: Evidence from Corporate Bonds

    PDF
  • Ekkehart Boehmer: Shackling Short Sellers: The 2008 Shorting Ban

    PDF
  • Mark Van Achter: A Dynamic Limit Order Market with Diversity on Trading Horizons

    PDF

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

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