It is our pleasure to invite you to the Econometric Research in Finance (ERFIN) workshop (http://conference.erfin.org), hosted by Warsaw School of Economics (Szkoła Główna Handlowa w Warszawie). The workshop will be held in Warsaw, Poland, on Friday September 16, 2016.
The goal of the ERFIN workshop is to promote modern quantitative methods (especially econometric models) and their applications in the field of finance. The workshop is also a forum that will showcase cutting edge research in the areas of financial markets, institutions, and instruments. It provides an excellent avenue to obtain quality feedback, and it is an opportunity for networking among researchers, academics, and industry executives working in finance and allied areas. We invite high quality, original theoretical/applied empirical papers from faculty members, research scholars, and industry practitioners—both junior and senior researchers are encouraged to present their work. The workshop schedule consists of regular competitive sessions as well as plenary sessions dealing with high-profile issues.
The fields suitable for this workshop may include (but are not limited to) the following:
· Financial econometrics and its applications
· Modeling and forecasting asset prices and returns
· Portfolio management and trading
· Market microstructure
· Behavioral finance
· Financial stability, financial risk, and financial crises
· Empirical studies in corporate finance and banking
· Accounting, financial reporting, and financial regulations
· Links between financial institutions, financial markets, and the real economy
We also invite submissions to our new academic journal, Econometric Research in Finance (ERFIN). This journal is published by the Collegium of Economic Analysis at Warsaw School of Economics. This is an open-access journal with no submission or publication fees, and the journal's web page is http://erfin.org.
Full papers or extended abstracts should be sent (in pdf format) no later than June 30, 2016 via firstname.lastname@example.org or through our online submission system at the following web address:
Please include the following information in your e-mail submission:
· An abstract of the paper and the full text (when available)
· The subfield of finance for which you would like to be considered (from the following list): financial econometrics and its applications, modeling and forecasting asset prices and returns, portfolio management and trading, market microstructure, behavioral finance, financial stability, financial risk and financial crises, empirical studies in corporate finance, banking, accounting, financial reporting, and financial regulations, links between financial institutions, financial markets and the real economy, other topics in finance.
· Contact information (name, affiliation, e-mail) for all authors
· Contact information (name, affiliation, e-mail) of a presenter
· Indicate if you are willing to discuss someone else's paper
· Indicate if you are willing to publish your paper in the international journal Econometric Research in Finance.
Submissions will be carefully examined by a scientific committee of experts, and attending senior researchers and academics as well as discussion participants will comment on the presentations. A notice of acceptance for presentation will be sent no later than the middle of July 2016 (two months before the workshop). You can also participate without presenting a paper.
No fees will be charged.
March 15, 2016 Workshop registration open; paper submissions begin
June 30, 2016 Paper submissions close
July 15, 2016 Accepted papers confirmed; conference program published
September 16, 2016 Conference registration closed; workshop begins
Conference web page: http://conference.erfin.org.
Local Organizing Team
ERFIN Workshop 2016