The 10th Annual 2021 Stern/Salomon Center Microstructure Conference is scheduled for Friday, May 7, 2021.
The event will be virtual.
Submissions are invited for the 2021 Stern/Salomon Center Microstructure Conference scheduled for Friday, May 7, 2021 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
Submission. The submission website is at http://microstructuresubmission.scrc.nyu.edu/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 firstname.lastname@example.org.)
deadline for submissions is 11:59 (Eastern US Time), Sunday, March 7, 2021.
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 conference are available for 2019, 2018, 2017, 2016, 2015, 2014, 2013, 2012, 2011.
Past programs for the NBER Microstructure Meetings are available at https://www.nber.org/meeting_summaries.html.