Call for Papers

Keynote Speakers

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

Closing Date for Paper Submission: July 1, 2018

Papers should be submitted in electronic form (pdf) via email to Please include your contact information and affiliation.

Organising Committee

Ilya Archakov, Nikolaus Hautsch, Sergey Nasekin, Ingmar Nolte, Sandra Nolte, Stephen Taylor

Download Call for Papers