The Annual Central Bank Workshop on the Microstructure of Financial Markets

Papers on program (confirmed)

• Banti. Chara; Phylaktis, Kate; Sarno, Lucio: Liquidity in the foreign exhange market Paper (pdf)
• Boehmer, Ekkehart; Chava, Sudheer;Tookes, Heather E: Capital Structure, Derivatives and Equity Market Quality Paper (pdf)
• Bongaerts, Dion; de Jong, Frank; Driessen, Joost: An asset pricing approach to liquidity effects in corporate bond markets Paper (pdf)
• Bouwman, Kees; Sojli Elvira; Tham, Wing Wah:Stock market liquidity and bond risk premia
• Buti, Sabrina; Rindi, Barbara; Wen, Yuanji; Werner, Ingrid: Tick Size Regulation, Intermarket Competition and Sub-Penny Trading Paper (pdf)
• Degryse, Hans; Van Achter, Mark; Wuyts, Gunther:Internatialization, Clearing and Settlement, and Stock Market Liquidity Paper (pdf)
• Della Corte, Pasquale; Rime, Dagfinn; Sarno, Lucio; Tsiakas, Ilias: (Why) Does Order flow forecast exchange rates?
• Hagstromer, Bjorn; Hansson, Bjorn; Nilsson, Birger: Conditional asset pricing with liquidity risk Paper (pdf)
• Heimer, Rawlez; Simon, David The Dedicated and the Dabblers: How Social Interaction Propagates Active Investing Paper (pdf)
• Kash, Maria; Rangel, Jose Gonzales; Weigard, Moritz: Market crashes Paper (pdf)
• Menkveld, Albert; Wang, Ting: Liquileaks Paper (pdf)
• Malinova, Katya; Park, Andreas: Subsidizing Liquidity: The impact of make/take fees on market quality Paper (pdf)
• Martinez, Victor and Rosu, Ioanid: High frequency traders, news, and volatiltiy Paper (pdf)
• Opschoor, Anne ; van der Wel, Michel; van Dijk, Dick; and Taylor, Nick: The Public and Private Information Sources of Volatility Paper (pdf)
• Sokolov, Vladimir: The impact of maturity financing choices made by primary bond dealers on repo markets Paper (pdf)