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The Plato Partnership are inviting paper submissions to the 2021 Market Innovator (MI3) online conference scheduled to take place over two half days on Tuesday, 29 June and Wednesday, 30 June 2021. The conference will be scheduled in a London time-zone.

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

Empirical and theoretical papers are being sought in areas including, but not limited to:

  • Role and impact of different trading mechanisms
  • Liquidity fragmentation
  • Algorithms and liquidity
  • Venue performance metrics
  • Opening and closing auctions
  • Active vs passive trading
  • Consolidated tape and market data
  • Trade cost analysis
  • Best execution

 

The programme of the conference will include accepted and invited papers and panels with leading industry experts.

 

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:
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.
www.platopartnership.com/

 

PAPER SUBMISSION:

Please submit your paper in pdf format to [email protected]

Please send two pdf files: a title page with author details and a blind copy of the paper.

In the submission e-mail please state if you are willing to act as a discussant. Submissions are due by midnight (UK time), February 8, 2021.

PROGRAMME COMMITTEE:
Sabrina Buti, Université Paris-Dauphine
Carole Comerton-Forde, UNSW Business School and CEPR
Thierry Foucault, HEC Paris and CEPR
Björn Hagströmer, Stockholm Business School
Richard Payne, Cass Business School
Barbara Rindi, Bocconi University
Yazid Sharaiha, Norges Bank Investment Management and Plato Partnership
Ingrid Werner, The Ohio State University

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Technology greatly expanded the set of possible market/payment structures. Which ones look good on paper? And, will they work? Is regulatory intervention needed? This conference will take on these first-order topics.

  • What set of new market/payment structures did technology bring within reach?
  • What structure is desirable? Does it need regulatory intervention?
  • Is Mifid II adequate, or do we need Mifid III?

This conference explores how technology is changing securities markets. The preliminary programme consists of three panel sessions covering three broad themes. Each session will start with a 20-minute talk by a keynote speaker, followed by a panel session.

The conference is by invitation-only. If you wish to be considered for participation, please register your interest here.

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The conference will feature original work on the evolution of market structure in 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

Best Execution
Meeting Best Execution Requirements
Algorithms and Liquidity
Venue Performance Metrics

Market trends
Consolidated Tape
Internalizing
SME Unbundling
Active vs Passive Trading

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.

Matteo Regesta, Alessandro Tentori, 04 October 2015

Market liquidity is all about smooth and rapid executions of large transactions. But why is it hard to keep big markets liquid? This column looks at liquidity in fixed-income markets, assesses new trends (as well as the EU’s new market instrument rules), and makes recommendations to policymakers to avoid illiquidity – a timely reminder that the social costs of illiquidity should not be underestimated.

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