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SUMMARY:Financial Econometrics:  Market Microstructure, Limit Order Books  and Derivative Markets
UID:https://bankinglibrary.com/financial-econometrics-market-microstructure-limit-order-books-and-derivative-markets/
LOCATION:Management School, Gillow Avenue, Bowland College, Hala, Lancaster, Lancashire, North West England, England, LA1 4YX, United Kingdom
DTSTAMP:20180701Z
DTSTART:20180701Z
DTEND:20180701Z
DESCRIPTION:CfP Deadline Date: July 1, 2018
Conference Event: September 13-14, 2018

Event Location:  Lancaster University, Lancaster, UK
Keynote Speaker(s):  Torben Andersen (Northwestern University), Randolf
Roth (Eurex), and Viktor Todorov (Northwestern University)
Organizer(s): Lancaster University Management School




In association with the ESRC-FWF funded research project on “Order Book
Foundations of Price Risks and Liquidity: An Integrated Equity and
Derivatives Markets Perspective”, the Centre for Financial Econometrics,
Asset Markets and Macroeconomic Policy (EMP) at Lancaster University
Management School invites the submission of papers in the field of
financial econometrics focusing on:

High-frequency financial econometrics
Risk and liquidity research
Derivative markets
Volatility modelling
Market microstructure analysis
High-frequency news sentiment
Limit order book analysis
Forecasting





Link CfP: Financial Econometrics: Market Microstructure, Limit Order Books
and Derivative Markets

Link Conference: Financial Econometrics: Market Microstructure, Limit Order
Books and Derivative Markets

 
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