7th Sydney Market Microstructure and Digital Finance Meeting
Conference dates
08 Dec 2025 - 09 Dec 2025
Location
Sydney, Australia
Description
CALL FOR PAPERS:
7th Sydney Market Microstructure and Digital Finance Meeting
December 8-9, 2025 Sydney, Australia
From Traditional to Decentralized Financial Markets
KEYNOTE SPEAKERS:
Professor Maureen O’Hara, Cornell University
Professor Agostino Capponi, Columbia University
MEETING OVERVIEW:
This two-day meeting brings together researchers, industry practitioners, and policy makers to discuss current issues and recent research on the microstructure of both traditional and digital financial markets. The conference will be held in-person in Sydney, Australia on December 8 and 9, 2025.
Topics: We invite submissions of empirical, theoretical, and experimental papers from all areas in market microstructure and digital finance including, but not limited to:
• Design of traditional and digital financial markets
• Liquidity, price efficiency, and integrity of traditional and digital markets
• Algorithmic and high-frequency trading
• Fragmentation of trading across venues
• Market surveillance and regulatory challenges in digital markets
• DeFi infrastructure (blockchain, smart contracts, oracles, and tokenization)
• DeFi/FinTech applications (DEXs, AMMs, NFTs, and tokenized securities)
The format of the meeting includes paper presentations and discussions and keynote presentations by Maureen O’Hara (Cornell University) and Agostino Capponi (Columbia University). The meeting will also include social functions.
Deadline for submissions is June 30, 2025. Participants will be notified by mid-August, 2025.
The meeting is hosted by the Financial Research Network (FIRN), the Digital Finance Cooperative Research Centre and the University of Technology Sydney (UTS). This meeting is part of the FIRN program of topic specific research meetings. Programs from previous years can be found here: http://firn.org.au/intensive-researchmeetings/market-microstructure-meeting/
SUBMISSION DEADLINE:
June 30, 2025 (23:59 EST)
PAPER SUBMISSION PROCEDURE:
In the submission, include two pdf copies of the paper: (i) an anonymous copy and (ii) a version that includes author details. Please indicate which author would present the paper. There is no submission fee. Similarly, there is no conference fee for presenters of accepted papers. Authors should submit their paper at https://www.openconf.org/FIRN2025/track6/openconf.php by June 30, 2025.
Papers will be reviewed by the program committee and authors will be notified of the committee’s decision by mid-August, 2025.
CONFERENCE FORMAT:
All presentations must be delivered in person at the conference venue. Online presentations will not be an option, and the conference will not be streamed or recorded for online access. All presenters and discussants are required to attend the event in Sydney to ensure engagement and interaction among participants.
For further information about the meeting, contact the organizing committee chair:
Ester Felez-Vinas at ester.felezvinas@uts.edu.au
Organizing Committee:
Ester Felez-Vinas (UTS and DFCRC)
Jonathan Karlsen (DFCRC)
David Michayluk (UTS)
Vinay Patel (UTS)
Talis Putnins (UTS and DFCRC)
Program Committee:
Jonathan Brogaard (University of Utah)
Giovanni Cespa (Bayes Business School)
Sean Foley (Macquarie University)
Bjorn Hagstromer (Stockholm Business School)
Terry Hendershott (University of California, Berkeley-Haaes)
Vincent van Kervel (Universidad de los Andes)
Roman Kozhan (University of Warwick)
Katya Malinova (McMaster University)
Albert Menkveld (VU University Amsterdam)
Bernt Arne Odegaard (University of Stavanger)
Andreas Park (University of Toronto)
Gideon Saar (Cornell University)
Fahad Saleh (University of Florida)
Andriy Shkilko (Wilfrid Laurier University)
Mao Ye (Cornell University)
Bart Yueshen (Singapore Management University)
Marius Zoican (University of Calgary)
7th Sydney Market Microstructure and Digital Finance Meeting
December 8-9, 2025 Sydney, Australia
From Traditional to Decentralized Financial Markets
KEYNOTE SPEAKERS:
Professor Maureen O’Hara, Cornell University
Professor Agostino Capponi, Columbia University
MEETING OVERVIEW:
This two-day meeting brings together researchers, industry practitioners, and policy makers to discuss current issues and recent research on the microstructure of both traditional and digital financial markets. The conference will be held in-person in Sydney, Australia on December 8 and 9, 2025.
Topics: We invite submissions of empirical, theoretical, and experimental papers from all areas in market microstructure and digital finance including, but not limited to:
• Design of traditional and digital financial markets
• Liquidity, price efficiency, and integrity of traditional and digital markets
• Algorithmic and high-frequency trading
• Fragmentation of trading across venues
• Market surveillance and regulatory challenges in digital markets
• DeFi infrastructure (blockchain, smart contracts, oracles, and tokenization)
• DeFi/FinTech applications (DEXs, AMMs, NFTs, and tokenized securities)
The format of the meeting includes paper presentations and discussions and keynote presentations by Maureen O’Hara (Cornell University) and Agostino Capponi (Columbia University). The meeting will also include social functions.
Deadline for submissions is June 30, 2025. Participants will be notified by mid-August, 2025.
The meeting is hosted by the Financial Research Network (FIRN), the Digital Finance Cooperative Research Centre and the University of Technology Sydney (UTS). This meeting is part of the FIRN program of topic specific research meetings. Programs from previous years can be found here: http://firn.org.au/intensive-researchmeetings/market-microstructure-meeting/
SUBMISSION DEADLINE:
June 30, 2025 (23:59 EST)
PAPER SUBMISSION PROCEDURE:
In the submission, include two pdf copies of the paper: (i) an anonymous copy and (ii) a version that includes author details. Please indicate which author would present the paper. There is no submission fee. Similarly, there is no conference fee for presenters of accepted papers. Authors should submit their paper at https://www.openconf.org/FIRN2025/track6/openconf.php by June 30, 2025.
Papers will be reviewed by the program committee and authors will be notified of the committee’s decision by mid-August, 2025.
CONFERENCE FORMAT:
All presentations must be delivered in person at the conference venue. Online presentations will not be an option, and the conference will not be streamed or recorded for online access. All presenters and discussants are required to attend the event in Sydney to ensure engagement and interaction among participants.
For further information about the meeting, contact the organizing committee chair:
Ester Felez-Vinas at ester.felezvinas@uts.edu.au
Organizing Committee:
Ester Felez-Vinas (UTS and DFCRC)
Jonathan Karlsen (DFCRC)
David Michayluk (UTS)
Vinay Patel (UTS)
Talis Putnins (UTS and DFCRC)
Program Committee:
Jonathan Brogaard (University of Utah)
Giovanni Cespa (Bayes Business School)
Sean Foley (Macquarie University)
Bjorn Hagstromer (Stockholm Business School)
Terry Hendershott (University of California, Berkeley-Haaes)
Vincent van Kervel (Universidad de los Andes)
Roman Kozhan (University of Warwick)
Katya Malinova (McMaster University)
Albert Menkveld (VU University Amsterdam)
Bernt Arne Odegaard (University of Stavanger)
Andreas Park (University of Toronto)
Gideon Saar (Cornell University)
Fahad Saleh (University of Florida)
Andriy Shkilko (Wilfrid Laurier University)
Mao Ye (Cornell University)
Bart Yueshen (Singapore Management University)
Marius Zoican (University of Calgary)