The Market Microstructure Meeting forms part of the Financial Research Network (FIRN) program of topic-specific research meetings designed to extend the body of knowledge within a specific research area through the presentation and discussion of cutting edge research and the building of stronger networks.
The meeting program is held over two days and blends market microstructure research conducted by FIRN members and leading microstructure scholars from abroad. The program includes presentations by internationally renowned keynote speakers, several paper presentations and discussions, and a panel on current issues in market microstructure. Program papers are selected by the program committee each year via a call for papers.
The 5th Sydney Market Microstructure research meeting was held on 2-3 April, 2020 at the University of Technology Sydney and The University of Sydney.
This two-day meeting brings together researchers and policy makers to discuss current issues and recent research on the microstructure of financial markets. Empirical, theoretical, and experimental papers are welcome from all areas in market microstructure including, but not limited to, market design, liquidity, price discovery, market integrity, and regulation.
The format of the meeting includes paper presentations and discussions, keynote presentations, and a panel discussion. The meeting will also include social functions and an Australian fine wine degustation.
The meeting is co-hosted by the Financial Research Network (FIRN), the University of Technology Sydney (UTS), the University of Sydney (USyd), and the University of New South Wales (UNSW). This meeting is part of the FIRN program of topic specific research meetings. For programs from previous years see the below.
For more information please contact Program Chair: Talis Putnins.