Call for Papers
Thursday, October 25, 2012, Geneva Finance Research Institute, University of Geneva, Switzerland
Conference on "Liquidity and Arbitrage Trading"
A one-day conference on "Liquidity and arbitrage trading" will be held at the Geneva Finance Research Institute (GFRI), University of Geneva (Switzerland), Thursday, October 25, 2012. Interested researchers are invited to submit research papers of both theoretical and empirical nature. The objective of the conference is to bring together academics and professionals working in the area of arbitrage trading. The conference will provide an opportunity for participants engaged in this research area to discuss the connection between arbitrage trading and recent events in financial markets and may, in turn, offer fruitful directions for future research and for shaping market policy.
TOPICS: Topics include, but are not limited to:
- The connection between funding liquidity, market liquidity and arbitrage trading during the recent financial crisis;
- What is the role of arbitrage trading? Is it stabilizing or de-stabilizing financial markets?
- Which are the causes and consequences of asset prices distortions and of violations of arbitrage relations in currency, interest rate, interbank, credit, commodity and other markets?
- The withdrawal of financing and deleveraging. The role of hedge funds, prime brokers, banks and other financial institutions;
- Risk and return characteristics of arbitrage trading strategies;
SCIENTIFIC COMMITTEE: The Scientific Committee for the Conference consists of:
- Pierre Collin-Dufresne, Swiss Finance Institute & EPFL University of Lausanne;
- Darrell Duffie, Graduate School of Business, Stanford University;
- Alessandro Fontana, Geneva Finance Research Institute, University of Geneva (Program Coordinator);
- Rajna Gibson, Geneva Finance Research Institute, University of Geneva (Program Chair);
- Francis Longstaff, UCLA Anderson School of Management;
- Harald Hau, Geneva Finance Research Institute, University of Geneva;
- Loriana Pelizzon, Ca' Foscari University of Venice;
- Stephen Schaefer, London Business School;
PAPER SUBMISSION PROCEDURE: Participants wishing to submit for presentation at the conference should submit electronically an extended abstract or a draft of the research paper by April 30th, 2012 to: firstname.lastname@example.org. Decisions regarding acceptance will be made by June 30st, 2012.
FURTHER INFORMATION: For further information contact:
Geneva Finance Research Institute (GFRI)
Bd du Pont d'Arve 40
CH-1211 Geneva 4, Switzerland
Tel: +41 (0)22 3799707