The Centre for International Finance and Regulation (CIFR) is pleased to announce a conference celebrating 30 years of research and innovation since the publication of two path-breaking papers in market microstructure. Both Kyle (Continuous Auctions and Insider Trading) and Glosten and Milgrom (Bid, Ask and Transactions Prices in a Specialist Market with Heterogeneously Informed Traders) have had a significant impact on the regulation and design of security markets throughout the world. Keynote speakers are Lawrence R. Glosten and A.S. “Pete” Kyle.
Papers submitted to the Conference must address regulation or design-related aspects of financial markets, with presentations tailored for an audience of academics, senior market regulators and key industry professionals.
Draft papers should be submitted by Friday 15 May 2015. Conference registration opens Monday 01 June 2015.