17th Central Bank Conference on the Microstructure of Financial Markets: 8th - 9th December Sydney, Australia
The Reserve Bank of Australia (RBA) in cooperation with the Financial Research Network (FIRN) and the Digital Finance Cooperative Research Centre (DFCRC) will host the 17th Central Bank Conference on the Microstructure of Financial Markets on 8-9 December, 2022. This is a dual-submission conference with the Journal of Financial and Quantitative Analysis (JFQA).
Keynote speakers are Itay Goldstein, University of Pennsylvania and Wei Xiong, Princeton University.
Financial market microstructure is changing rapidly, and the emergence of new technologies is becoming of intense interest to market participants and regulators. Digital financial technologies are rapidly reshaping businesses and the financial services industry. This edition will focus on digital technology and its effects of financial markets: digital exchanges, assets, and currencies.
TOPICS: We invite submissions in empirical and theoretical research on the following topics, however studies in all areas of market microstructure are welcome:
- The functioning of digital exchanges
- Decentralised finance and financial markets
- Digital exchanges in fragmented markets
- The effects of digital technology on market microstructure
- Digital currencies and their impacts on monetary policy tools
- Smart contracts, digital assets, and market quality
Drafts of completed papers should be submitted in PDF format by June 30, 2022 through Open Conference (https://www.openconf.org/FIRN2022/track6/openconf.php). Authors will be notified by August 30, 2022. The program and other information about the conference will be posted on the FIRN website. Questions can be directed to: cbconf@firn.org.au.
Submissions to the conference can also be submitted to the JFQA under the dual-review system by the same deadline of June 30, 2022, with no additional fee. Authors must indicate if they are interested in having their papers considered under this dual-review option with the JFQA. Dual submissions will be reviewed by the conference program committee and will be made available for consideration by the JFQA. Papers submitted for dual consideration must not be under review at another journal or the JFQA, nor can they be considered for dual submission if previously rejected by the JFQA. At the discretion of the JFQA, a small number of dual submissions will be sent out for a formal referee report. Papers rejected at any stage of the dual-review process are not considered to have been “rejected” at the JFQA. Thus, authors are permitted to submit a future version of their paper to the JFQA without prejudice. Papers submitted under the dual-submission process may not be submitted to another journal (or the JFQA) until the author has been notified of the outcome of the dual-submission process.
We are planning an in-person meeting for the Conference; however, we will monitor the evolution of the pandemic closely and will update the format of the conference accordingly.
Organizing Committee:
Dagfinn Rime (BI Norwegian Business School)
Elvira Sojli (FIRN, UNSW)
Wing Wah Tham (UNSW)
Talis Putnins (UTS, DFCRC)
Program committee:
Thierry Foucault (HEC Paris, JFQA Sponsoring Editor)
Alessandro Beber (Black Rock)
Giovanni Cespa (Cass Business School)
Andrew Ellul (Indiana University)
Michael Fleming (Fed New York)
Björn Hagströmer (Stockholm University)
Bernt Arne Odegaard (University of Stavanger)
Carol Osler (Brandeis University)
Marco Pagano (EIEF, University of Naples Federico II)
Christine Parlour (University of California, Berkeley-Haas)
Talis Putnins (University of Technology Sydney)
Angelo Ranaldo (University of St.Gallen)
Dagfinn Rime (BI Norwegian Business School)
Norman Schuerhoff (HEC Lausanne and Swiss Finance Institute)
Elvira Sojli (University of New South Wales)
Wing Wah Tham (University of New South Wales)
Giorgio Valente (Hong Kong Monetary Authority)
Clara Vega (Federal Reserve System)
Itay Goldstein, Princeton University
Itay Goldstein is the Joel S. Ehrenkranz Family Professor and a Professor of Finance at the Wharton School of the University of Pennsylvania. He has been on the faculty of the Wharton School since 2004.
He serves as the coordinator of the Ph.D. program in Finance and holds a secondary appointment as a Professor of Economics. Professor Goldstein earned his Ph.D. in Economics in 2001 from Tel Aviv University. He is an expert in the areas of corporate finance, financial institutions, and financial markets, focusing on financial fragility and crises and on the feedback effects between firms and financial markets. His research has been published in top academic journals, including the American Economic Review, the Journal of Finance, the Journal of Financial Economics, the Review of Economic Studies, and the Review of Financial Studies.
Wei Xiong, Princeton University
Wei Xiong is Trumbull-Adams Professor of Finance and Professor of Economics in the Department of Economics and Bendheim Center for Finance, Princeton University.
His research interests center on capital market imperfections, behavioral finance, digital economy, and China’s financial system. He has received various awards, including the 2018 China Economics Prize, the 2014 Inaugural Sun Yefang Financial Innovation Award, the 2013 NASDAQ OMX Award by Western Finance Association, and the 2012 Smith Breeden Award (first prize) by American Finance Association. He is a Research Associate of the National Bureau of Economic Research and Co-Editor of the Journal of Finance (the flagship journal of American Finance Association), as well as Academic Dean of School of Management and Economics, Chinese University of Hong Kong, Shenzhen.
The conference program is available here.
Please register at the link here.
Conference venue: H.C. Coombs Centre in Kirribilli NSW, Australia.
Conference hotel: H.C. Coombs Centre