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[READ-ONLY] Mirror of https://github.com/just-cameron/microstructure.exchange. A seminar series for market microstructure.
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123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111<!doctype html><html lang="en"><head> <meta charset="utf-8"> <meta name="viewport" content="width=device-width, initial-scale=1"> <title>About | The Microstructure Exchange</title> <meta name="description" content="About The Microstructure Exchange and its organizers."> <!-- Social preview --> <link rel="canonical" href="https://microstructure.exchange/about.html"> <meta property="og:type" content="website"> <meta property="og:site_name" content="The Microstructure Exchange"> <meta property="og:title" content="About | The Microstructure Exchange"> <meta property="og:description" content="About The Microstructure Exchange and its organizers."> <meta property="og:url" content="https://microstructure.exchange/about.html"> <meta property="og:image" content="https://microstructure.exchange/social-preview.png"> <meta property="og:image:type" content="image/png"> <meta property="og:image:width" content="1200"> <meta property="og:image:height" content="630"> <meta property="og:image:alt" content="TME — Microstructure Exchange Webinar Series. Market structure webinars."> <meta name="twitter:card" content="summary_large_image"> <meta name="twitter:title" content="About | The Microstructure Exchange"> <meta name="twitter:description" content="About The Microstructure Exchange and its organizers."> <meta name="twitter:image" content="https://microstructure.exchange/social-preview.png"> <meta name="twitter:image:alt" content="TME — Microstructure Exchange Webinar Series. Market structure webinars."> <!-- End social preview --> <link rel="preconnect" href="https://fonts.googleapis.com"> <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin> <link href="https://fonts.googleapis.com/css2?family=Nunito+Sans:wght@300;400;500;600;700;800&display=swap" rel="stylesheet"> <link rel="icon" href="favicon.svg" type="image/svg+xml"> <link rel="stylesheet" href="site.css"></head><body> <header class="topbar"> <nav class="shell nav" aria-label="Primary navigation"> <a class="brand" href="index.html" aria-label="The Microstructure Exchange home"> <svg class="brand-mark" viewBox="0 0 64 64" role="img" aria-hidden="true"> <rect width="64" height="64" rx="10" fill="#2467a6"></rect> <text x="32" y="39" fill="#f7f9fb" font-family="Nunito Sans, Arial, sans-serif" font-size="20" font-weight="800" text-anchor="middle" letter-spacing="1">TME</text> </svg> </a> <div class="navlinks"> <a href="index.html">Home</a> <a href="season.html">Schedule</a> <a href="submission.html">Call for Papers</a> <a class="active-nav" href="about.html">About</a> <a href="award.html">WRDS-TME Prize</a> <a href="resources.html">Resources</a> <a href="past-talks.html">Past Talks</a> </div> </nav> </header>
<main> <section class="page-title"> <div class="shell"> <p class="eyebrow">About</p> <h1>Market structure research, live and online.</h1> <p class="lead">The Microstructure Exchange is a virtual webinar series for new academic work on trading, liquidity, market design, exchange competition, and related topics.</p> </div> </section> <section class="content-band"> <div class="shell"> <div class="grid two"> <article class="card pad"> <h2>History</h2> <p><a class="text-link-subtle" href="https://www.terry.uga.edu/directory/andriy-shkilko/">Andriy</a>, <a class="text-link-subtle" href="https://hagstromer.org/">Björn</a>, <a class="text-link-subtle" href="https://cameron.pfiffer.org/">Cameron</a>, <a class="text-link-subtle" href="https://katyamalinova.com">Katya</a>, and <a class="text-link-subtle" href="https://andreaspark.com/">Andreas</a> founded TME during the 2020 pandemic as a way to keep the market microstructure community connected and to let researchers discuss work with one another while travel and ordinary workshops were impossible. We will keep doing it until people start telling us not to.</p> </article> <article class="card pad"> <h2>Format</h2> <p>Talks are online, usually on Tuesdays at 11:00 a.m. ET, with time for presentation and discussion. Calls for papers are run by season, and accepted authors choose from the available webinar dates.</p> </article> <article class="card pad span-all"> <h2>Review process and paper selection</h2> <p>Our goal is to make the review process easy and a small time commitment for reviewers because most of us are refereeing for many journals and conferences. Therefore, we have followed a crowd-sourced approach:</p> <ul> <li>We write to a large group of reviewers.</li> <li>Each paper gets sent to 9-10 reviewers.</li> <li>We ask only for a 5-point rating; no comments are expected.</li> <li>In the past, accepted papers had an average score of 4 or higher.</li> <li>We accept fewer than 10% of submissions.</li> <li>We aggregate the ratings, examine the highest-rated papers, and then make the selection decision.</li> <li>To obtain a good mix of topics and presenters, we typically also solicit one or two papers per season.</li> <li>Many selected papers have been presented at other top conferences and have been published in top journals. Yes, we understand endogeneity; still...</li> </ul> <p>Since inception, we as organizers have committed not to submit our own work.</p> </article> <article class="card pad span-all"> <h2>Organizers</h2> <div class="organizers" style="margin-top: 18px;"> <article class="person"><a href="https://hagstromer.org/">Björn Hagströmer</a><span>Stockholm Business School</span></article> <article class="person"><a href="https://katyamalinova.com">Katya Malinova</a><span>McMaster University</span></article> <article class="person"><a href="https://sites.google.com/site/joshuamollner/">Josh Mollner</a><span>University of Illinois</span></article> <article class="person"><a href="https://andreaspark.com/">Andreas Park</a><span>University of Toronto</span></article> <article class="person"><a href="https://www.terry.uga.edu/directory/andriy-shkilko/">Andriy Shkilko</a><span>University of Georgia</span></article> </div> </article> </div> </div> </section> </main>
<footer> <div class="shell footer-row"> <span>The Microstructure Exchange is maintained by the <a href="about.html">organizers</a>.</span> <a href="mailto:contact@microstructure.exchange">contact@microstructure.exchange</a> </div> </footer>
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