CALL FOR PAPERS
We are pleased to announce that the Paris Bourse (Socit des
Bourses Franaises), is organizing a conference that will be
held in Paris on December 19-20, 1996.
TOPICS:
The conference will focus on equity market microstructure.
Papers are invited on topics including, but not limited to:
market quality (including market liquidity, transparency and
efficiency, competition between markets, consolidation vs.
fragmentation), order placement strategies, dual-listing,
small company trading vs. large company trading,
institutional trading, the interaction between corporate
governance and market structure, market mechanisms, and
econometric analysis (joint impact of prices and volume,
nonlinear dynamic modeling). Academicians and Practitioners
are cordially invited to participate. Papers may be
empirical studies or theoretical work with applied
implications. They must be of practical relevance for
market participants and organizers.
REGULATIONS:
Papers will be refereed by members of the program committee.
Approximately 15 papers will be selected. The first page of
the paper should contain the title, name of the author(s),
complete address, telephone and fax numbers, and E-mail
address(es). Multiple authors should indicate who will be
attending and who will present the paper. Authors will be
notified of the program committee's decision by the end of
September 1996.
TRAVEL EXPENSES:
Travel support will be provided to authors whose papers are
selected.
AWARDS:
The committee will select three outstanding papers to
receive competitive research awards of US $3,000 each, based
on the quality of research and relevance to the French
equity market.
THE SCHOOL:
The Bourse is centralized, order-driven, and fully-
computerized. A complete database published on CD-ROM
containing all trades, quotes and orders in all equities is
made available on request.
PROGRAM COMMITTEE:
The members of the program committee are: Yakhov Amihud (New
York University), Bruno Biais (University of Toulouse-IDEI,
co-chairman of the committee), James Dow (London Business
School), Roland Gillet (SLSE-E.LABORES Universit Catholique
de Lille), Lawrence Glosten (Columbia University), Christian
Gourieroux (CREST), Jacques Hamon (University of Paris-
Dauphine), Joel Hasbrouck (New York University), Lawrence
Harris (University of Southern California), Pierre Hillion
(INSEAD), Bertrand Jacquillat (University of Paris-Dauphine,
co-chairman of the committee), Ananth Madhavan (University
of Southern California), Maureen O'Hara (Cornell
University), Marco Pagano (Universit di Napoli Federico II),
Ailsa Roll (London School of Economics), Hans Stoll
(Vanderbilt University), Robert A. Schwartz (Stern School of
Business, NYU), Chester Spatt (Canergie Mellon University),
and Xavier Vives (Institut d'Analisi Economica).
DEADLINE:
The deadline for submitting papers is June 28, 1996.
CONTACT:
Authors are encouraged to submit their papers as soon as
possible to:
Name: Didier Davydoff
E-mail: 100633.457(a)compuserve.com
Postal: Director of Research & Planning
SBF-Paris Bourse
39, rue Cambon
75001 Paris
France
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