The 9th Annual Stern Microstructure Meeting

Conference date

10 May 2019

Location

NYU Stern School, New York, NY

Description

Call For Papers
The 9th Annual Stern Microstructure Meeting

Friday, May 10, 2019 NYU Stern School, New York

Submissions are invited for the Stern Microstructure Meeting scheduled for Friday, May 10, 2019 at the NYU Stern School in New York City, with optional concurrent submission to the Journal of Financial Markets. The program committee is Tarun Chordia, Joel Hasbrouck, Paolo Pasquariello, Gideon Saar, Clara Vega, and Haoxiang Zhu.

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.

PAPER SUBMISSION PROCEDURE: If you are interested in presenting a paper, go to the submission website: http://pages.stern.nyu.edu/~jhasbrou/openconf/openconf.php. The submission procedure has two separate steps. "Make Submission" prompts you to enter the title, authors, and so forth. Completion of this step will generate a confirmation email. Then, once you're back at the home menu, click on "Upload Submission". (Uploaded papers must be in pdf format. The system imposes a two megabyte limit on uploads. If your submission is larger than that, email it to jhasbrou@stern.nyu.edu).

The deadline for submissions is 11:59 (Eastern US Time), Sunday, March 10. The Salomon Center will cover reasonable expenses of those chosen to present and discuss papers at the meeting (one author's expenses in the case of multiple-authored papers).

DISCLOSURE: Microstructure research derives much of its vitality and relevance from the connections bridging researchers, regulators and practitioners. To our outside audience, however, these connections sometimes suggest pathways of influence and bias in our findings, particularly when a connection involves a payment or other benefit (commonly, in our case, data). We accordingly advise all submitters to consider the adequacy of their disclosures. The NBER posts guidelines on its website that are thoughtful and reasonable (https://www.nber.org/researchdisclosurepolicy.html). The American Finance Association's Code of Professional Conduct and Ethics is posted at https://www.afajof.org/page/Codeofethics

During the submission process for the Stern Microstructure Meeting, authors will have option of simultaneously submitting their paper to the Journal of Financial Markets:
- To submit a paper for dual consideration, authors must check the dual submission box on the submission web form and also check the box certifying that the paper is not under review at another journal or the JFM. In addition, a paper can't be considered for the JFM
if it has previously been rejected by the JFM (although it remains eligible for the conference).
- At the discretion of the JFM, referee reports will be solicited for a small number of the dual submissions. If such a report is sought, the authors will receive a copy of the report. Papers rejected at any stage of the dual review process (including those that are refereed) are not considered to have been "rejected" at the JFM. They remain eligible for subsequent submission to the JFM without prejudice. While under consideration by the conference and the JFM, a paper may not be submitted to another journal (or the JFM) until the author has been notified of the outcome of the dual-submission process. JFM submission fees (for the initial and subsequent rounds, if necessary) are waived.

Attendance at the conference is open. All interested persons (certainly including faculty, students, practitioners, and regulators) are welcome to attend.

Past programs for the Stern Microstructure Conference are available for 2018 (http://people.stern.nyu.edu/jhasbrou/SternMicroMtg/SternMicroMtg2018/program2018.html), 2017, 2016, 2015, 2014, 2013, 2012, 2011. Past programs for the NBER Microstructure Meetings are available at https://www.nber.org/meeting_summaries.html