IEX Academic Research Conference
IEX is hosting an academic conference this fall to highlight breakthrough equity market structure research around a variety of topics. The conference aims to bring together market structure researchers and market participants in order to foster greater discourse and collaboration between industry and academia.
This is the archival page for IEX ARC 2019, which includes the conference program and links to the conference papers.
See our blog for a more detailed account of IEX ARC 2019.
IEX Offices3 World Trade Center, 58th Floor, NYC
Date: Nov. 21, 2019
Submission Deadline: Sept. 22, 2019, 11:59 pm Eastern Time - the Call for Papers is now closed
Notification of Acceptance: Oct. 22, 2019
The conference will be free to all registered attendees. Please send an email to email@example.com if you are an academic and are interested in attending. Due to space constraints, we will not be able to accommodate everyone. We will reply with a confirmation once you are registered.
|8:30 - 9:30am||Registration & breakfast|
|9:30 - 9:45am||Opening remarks & welcome
|9:45 - 11:00am||
Session: Algorithmic Intermediation
Bidisha Chakrabarty, Pamela C. Moulton*, & Xu (Frank) Wang
Robert Battalio, Brian Hatch, & Mehmet Saǧlam*
|11:00 - 11:30am||Coffee break|
|11:30am - 1:00pm||
Session: Liquidity Trends
Jonathan Brogaard, Davidson Heath*, & Da Huang
Session: Price Microstructure
Michael Brolley & Katya Malinova*
|1:00 - 2:15pm||Lunch|
|2:15 - 3:30pm||
Session: Fragmentation x Competition
Chester S. Spatt
Sean Foley*, Elvis Jarnecic, & Anqi Liu
|3:30 - 3:45pm||Break|
|3:45 - 5:00pm||Breakout Q&A sessions|
|5:00 - 8:00pm||Cocktail reception & closing comments|
Topics of interest
We welcome submission of any original research broadly within the field of equity market structure. Topics of interest include but are not limited to:
- Market microstructure
- Market design
- Market quality
- Order routing
- Best execution
- Principal/agency incentives
- Optimal order execution
- High-frequency trading
- Performance measurement
- Transaction costs
- Financial regulation
- Financial intermediation
Papers should be empirical, include an empirical application, or be theoretical but of immediate practical relevance in order to be considered. Submissions will be judged based on criteria such as quality, novelty, methodology, and relevance to practitioners.
The Call for Papers is now closed. Please submit the following in PDF format to firstname.lastname@example.org.
- abstract (including title page, abstract and keywords)
- complete paper, including author names, title page, abstract and keywords
Submissions should not be anonymized. At least one author of every accepted paper is expected to attend and give an oral presentation.
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