2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018

Call for Papers

2nd CEPR-Imperial-Plato Market Innovator (MI3) Conference 2018 on Market Structure in Europe and Beyond

The Centre for Economic Policy Research, the Centre for Global Finance and Technology, and Plato Partnership are inviting paper submissions to the 2018 Market Innovator (MI3) conference scheduled to take place in London on 28 June 2018.

The conference will feature original work on the evolution of market structure in Europe and beyond, especially in light of MiFID II/MiFIR.

Papers are being sought on topics including, but not limited to:

Market Structure:

  • Block vs Non-Block Trading
  • Lit vs Dark Trading
  • Modalities of Trading post-MiFID II: Double volume caps and large-in-scale blocks
  • Regulatory Impact

Best Execution:

  • Meeting Best Execution Requirements
  • Algorithms and Liquidity
  • Venue Performance Metrics
  • Closing and Periodic Auctions

Market trends:

  • Liquidity Fragmentation
  • Systematic Internalising
  • SME Challenges
  • Active vs Passive Trading

The programme of the conference will consist of accepted and invited papers, panels with leading industry experts, and keynote speeches.

PLATO MI3 BEST PAPER AWARDS:
All submitted papers will automatically be considered for the Plato MI3 Best Paper Award, which will receive a prize of £2500. PhD Students and Assistant Professors who are fewer than three years post-PhD submitting papers will automatically be considered for the Plato MI3 Best Paper by a Young Researcher Award, which will receive a prize of £1500.

ORGANISERS:
The Centre for Economic Policy Research (CEPR) is an independent, non-profit organization that fosters highest quality, policy-relevant research on European economics. The CEPR network consists of over 900 Research Fellows and Affiliates based in over 237 different institutions in 28 countries, working together to produce high-quality research for use by the policy community and the private sector.

The Centre for Global Finance and Technology at the Imperial College Business School is a hub for multidisciplinary research, business education and global outreach aimed at greater understanding of the impact of technology on finance, business and society.

Plato Partnership is a not-for-profit company comprising asset managers and broker dealers who are collaborating to bring creative solutions and efficiencies to today’s complex equity market place. Integral to Plato Partnership’s vision is high quality academic research supported by its Market Innovator (MI3) initiative, and aimed at seeking out ways in which the Plato community can collaborate to build a better financial ecosystem.

PAPER SUBMISSION:

Please submit your paper in pdf format to fintechcentre@imperial.ac.uk. In the submission e-mail please state if travel/accommodation funding is required and if you’re willing to act as a discussant.
If you wish to attend please do ensure that your application and paper is submitted by 12pm (UK time), Friday 25 May 2018.

FUNDING:

Accommodation expenses will be covered for participants on the programme. Participants are encouraged to fund their travel expenses from other sources, as only limited funding is available.

PROGRAMME COMMITTEE:

Bruno Biais (Toulouse School of Economics and CEPR)
Björn Hagströmer (Stockholm Business School)
Andrei Kirilenko (Imperial College Business School and CEPR)
Yazid Sharaiha (Norges Bank Investment Management and Plato Partnership)
Angelo Ranaldo (University of St. Gallen)
Barbara Rindi (Bocconi University)
Mao Ye (University of Illinois – Urbana-Champaign)
Ingrid Werner (Ohio State University)
Adam Reed (University of North Carolina – Chapel Hill)
Sarah Draus (Rotterdam School of Management)
Mathieu Rosenbaum (University Paris 6 and Ecole Polytechnique)
Nikolaus Hautsch (University of Vienna)
Jose Penalva (Universidad Carlos III de Madrid)