2024 Conference Details
The 13th Annual Stern/Salomon Center Microstructure Conference is scheduled for Friday, May 24, 2024.
The event will be in-person at the Stern School.
Submissions are invited for the 2024 Stern/Salomon Center Microstructure Conference scheduled for Friday, May 24, 2024 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 Liyan Yang.
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 financial engineering.
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 jh4@stern.nyu.edu.)
The deadline for submissions is 11:59 (Eastern US Time), Thursday, March 14, 2024.
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.
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 2023, 2022, 2021, 2019, 2018, 2017, 2016, 2015, 2014, 2013, 2012, 2011. (The 2020 event was cancelled due to the pandemic.)