The Annual Central Bank Workshop on the Microstructure of Financial Markets

The conference

The Annual Central Bank Workshop on the Microstructure of Financial Markets takes place in the fall of each year. At the workshop, researchers and practitioners discuss issues central to the design, regulation, and use of financial markets including liquidity, bid-ask spreads, transparency, and market structure.

The 2011 Conference

Will be held August 22-23, 2011 in Stavanger, Norway, at the University of Stavanger. The conference is jointly organized by the University of Stavanger and Norges Bank (Central Bank of Norway).

Call for papers

Call for papers

Keynote speakers

Professor Chester Spatt Carnegie Mellon Univerisity
Talk "Markets for Financial Information: An Economic Perspective". Overheads
Professor Harrison Hong Princeton University
Talk "A Speculative-Beta Asset Pricing Framework" Overheads

Program

Monday 22 aug 2011: Conference 9:00-17:00
Monday: Dinner 19:00
Tuesday 23 aug 2011: Conference 9:00-16:00
Wednesday 24 aug 2011: (Optional) Hiking to Prekestolen (All day)

Detailed list of sessions

Sessions (also as pdf file)

Papers

List of confirmed speakers with downloadable papers

Practicalities

Participation

The conference presentations are open. The conference dinner is only for conference presenters and discussants.

Conference venue

The conference venue is at the University of Stavanger. It is 10 minutes by cab from the airport and 10 minutes from the city.

Hotel

We have reserved a number of hotel rooms for the conference. If you want us to reserve the hotel. Please fill in the form with the dates of your arrival and departure. Each participant will pay directly to the hotel.

Participation form

Participation Form

Questions

Mail to microconf@uis.no or directly to ase.lea@uis.no (practicalities about the hotels, travel, etc) or bernt.a.odegaard@uis.no (the academic program)

Social program

Monday: Conference dinner.
Our traditional dinner will be held on the Lyse fjord monday evening.
Wednesday. Hiking to Prekestolen.
For those of you which have time to spend one more day enjoying the Norwegian nature, we will organize a hiking trip to Prekestolen (Pulpit Rock)
Practicalities: This is a two hour hike either way, on a unprepared trail, so bring hiking boots/shoes and outdoor clothes.

Organizing committee

Bernt Arne Ødegaard, University of Stavanger
Dagfinn Rime , Norges Bank
Johannes Skjeltorp, Norges Bank

Scientific committee

Martin Evans, Georgetown University
Michael Fleming, Federal Reserve Bank of New York.
Thierry Foucault (HEC Paris)
Ingrid Lo , Chinese University of Hong Kong
Bernt Arne Ødegaard , University of Stavanger and Norges Bank.
Carol Osler, Brandeis International Business School.
Christine Parlour University of California, Berkeley
Dagfinn Rime , Norges Bank
Asani Sarkar, Federal Reserve Bank of New York

The organizers

University of Stavanger
Norges Bank (Central Bank of Norway)

Previous conferences

Location: Stavanger, Norway

About the region: