Market Structure Workshop
NOTE: The papers listed here are reproduced as submitted by their respective authors, and do not necessarily reflect the opinions or policies of the Bank of Canada. Papers submitted by persons not in the employ of the Bank of Canada may be subject to the copyright policies of the submitters' organizations and/or countries, and therefore should not be reproduced in whole or in part without the permission of the author(s). Papers are presented in the language of the authors only.
Modern Market Makers
Presentation: Andreas Park (University of Toronto)
Discussant: Narayan Bulusu (Bank of Canada)
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs
Presentation: Andriy Shkilko (Wilfrid Laurier University)
Discussant: Jonathan Witmer (Bank of Canada)
Cash Calls and the Stability of Cleared Derivatives Markets: Implications for CCP Recovery and Resolution
Presentation: Radoslav Raykov (Bank of Canada)
Discussant: Michael Mueller (Bank of Canada)
Keynote presentation on Crowded Positions, Systemic Risk, and Central Clearing
Presentation: Albert Menkveld (VU Amsterdam)
Liquidity Provision and Adverse Selection in the Equity Options Market
Presentation: Ruslan Goyenko (McGill University)
Discussant: Sermin Gungor (Bank of Canada)
Scarcity effects of QE: A transaction-level analysis in the Bund market
Presentation: Ryan Riordan (Queen’s University)
Discussant: Bruno Feunou (Bank of Canada)
Speed Segmentation on TMX Alpha
Presentation: Adrian Walton (Bank of Canada)
Discussant: Michael Brolley (Wilfrid Laurier University)