"Liquidity & Arbitrage Trading" Conference

"Liquidity & Arbitrage Trading" Conference

     (PDF Call For Paper available for download at the bottom of the page)

A one-day conference on “Liquidity and Arbitrage Trading” will be held at the Geneva Finance Research Institute (GFRI), University of Geneva (Switzerland), Thursday, October 25, 2012.

Interested researchers are invited to submit research papers of both theoretical and empirical nature. The objective of the conference is to bring together academics and professionals working in the area of arbitrage trading. The conference will provide an opportunity for participants engaged in this research area to discuss the connection between arbitrage trading and recent events in financial markets and may, in turn, offer fruitful directions for future research and for shaping market policy.

Topics include, but are not limited to:

- The connection between funding liquidity, market liquidity and arbitrage trading during the recent financial crisis;
- What is the role of arbitrage trading? Is it stabilizing or de-stabilizing financial markets?
- Which are the causes and consequences of asset prices distortions and of violations of arbitrage relations in currency, interest rate, interbank, credit, commodity and other markets?
- The withdrawal of financing and deleveraging. The role of hedge funds, prime brokers, banks and other financial institutions;
- Risk and return characteristics of arbitrage trading strategies;

The Scientific Committee for the Conference consists of:

- Pierre Collin-Dufresne, Swiss Finance Institute & EPFL Lausanne;
- Darrell Duffie, Graduate School of Business, Stanford University;
- Alessandro Fontana, Geneva Finance Research Institute, University of Geneva (Program Coordinator);
- Rajna Gibson, Geneva Finance Research Institute, University of Geneva (Program Chair);
- Francis Longstaff, UCLA Anderson School of Management;
- Harald Hau, Geneva Finance Research Institute, University of Geneva;
- Loriana Pelizzon, Ca’ Foscari University of Venice;
- Stephen Schaefer, London Business School;

Paper Submission Procedure:

Participants wishing to submit a paper for presentation at the conference should submit electronically by April 30th, 2012 to:
alessandro.fontana@unige.ch

Decisions regarding acceptance will be made by June 30st, 2012.

Contact:

Dr. Alessandro Fontana
Geneva Finance Research Institute (GFRI)
Unimail
Bd du Pont d’Arve 40,
CH-1211 Geneva 4, Switzerland
Tel: +41 (0)22 3799707
alessandro.fontana@unige.ch

Sponsors:

The organizers of the conference gratefully acknowledge financial support from the Geneva Finance Research Institute, the National Centre of Competence in Research “Financial Valuation and Risk Management”, and the Swiss Finance Institute.