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