Big Data: Long-Term Implications for Financial Markets and Firms

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CfP Deadline Date:
December 16, 2018
Conference Event:
March 8, 2019

Event Location:
Cambridge, MA
Keynote Speaker(s):
tba
Organizer(s):
Wharton School at the University of Pennsylvania, Carnegie Mellon University, NBER, University of Illinois, National Science Foundation and in collaboration with the Review of Financial Studies (RFS)

Big data provide opportunities for financial economists to explore new topics and to answer traditional questions in novel and more revealing ways. To promote research on issues that relate to big data and financial markets, the National Bureau of Economic Research (NBER), with the generous support of the National Science Foundation and in collaboration with the Review of Financial Studies (RFS), will convene a research conference that will bring together research that uses, or explores the implications of, data sets that are large, complex, or high dimensional.

The organizers welcome submissions of both empirical and theoretical research papers, and encourage submissions from scholars who are early in their careers, who are not NBER affiliates, and who are from groups that are under-represented in the financial economics profession. To be considered for inclusion on the program, papers must be uploaded by Sunday, December 16, 2018 to:
http://conference.nber.org/confer/2019/BDFMs19/call.html
Papers that have already been accepted for publication and that will be published by the time of the conference are not eligible for presentation. Authors chosen to present papers will be notified in January, 2019.
Papers that are submitted for presentation at the conference may also be submitted to the Review of Financial Studies under its dual review system at no extra cost.

 

Further Information

Link CfP:
Big Data: Long-Term Implications for Financial Markets and Firms