We invite submissions of papers in all areas of financial econometrics. In particular, we encourage papers on the following topics:

  • Financial networks
  • Financial technology and market design
  • Financial applications of machine learning
  • Individual investor portfolios, preferences, and strategies
  • Market microstructure and high-frequency trading
  • Liquidity in all of its incarnations
  • Systemic risk measurement and management

Submissions should be sent by email to econometrics@sbs.su.se no later than December 1, 2016. The program will consist of keynote speeches, paper presentations with discussants, and a poster session. Please indicate in the submission email whether the paper should also be considered for the poster session (aimed at PhD students and junior faculty).  Authors of selected papers will be notified by January 23, 2017.

 

Program committee

Yacine Aït-Sahalia (Princeton)

Mila Getmansky Sherman (UMass Amherst)

Terrence Hendershott (Berkeley)

Björn Hagströmer (Stockholm Business School)

Leonid Kogan (MIT)

Sydney C. Ludvigson (NYU)

Albert J. Menkveld (VU Amsterdam)