{"id":9,"date":"2018-05-04T13:36:32","date_gmt":"2018-05-04T13:36:32","guid":{"rendered":"http:\/\/wp.lancs.ac.uk\/finec2018\/?page_id=9"},"modified":"2018-05-16T13:22:39","modified_gmt":"2018-05-16T13:22:39","slug":"call-for-papers","status":"publish","type":"page","link":"http:\/\/wp.lancs.ac.uk\/finec2018\/call-for-papers\/","title":{"rendered":"Call for Papers"},"content":{"rendered":"<p><strong>Keynote Speakers<\/strong><\/p>\n<ul>\n<li><a href=\"http:\/\/www.kellogg.northwestern.edu\/faculty\/directory\/andersen_torben.aspx\">Torben Andersen<\/a>, Northwestern University<\/li>\n<li><a href=\"http:\/\/www.eurexchange.com\/exchange-en\/about-us\/news\/Randolf-Roth--ETD-Off-Book-business-prepares-for-MiFID-II\/3023128\">Randolf Roth<\/a>, Eurex Group<\/li>\n<li><a href=\"http:\/\/www.kellogg.northwestern.edu\/faculty\/directory\/todorov_viktor.aspx\">Viktor Todorov<\/a>, Northwestern University<\/li>\n<\/ul>\n<p>In association with the ESRC-FWF funded research project on \u201cOrder Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective\u201d, the <a href=\"http:\/\/www.lancaster.ac.uk\/lums\/research\/research-centres--areas\/centre-for-financial-econometrics-asset-markets-and-macroeconomic-policy\/\">Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP)<\/a> at Lancaster University Management School invites the submission of papers in the field of financial econometrics focusing on:<\/p>\n<ul>\n<li>High-frequency financial econometrics<\/li>\n<li>Risk and liquidity research<\/li>\n<li>Derivative markets<\/li>\n<li>Volatility modelling<\/li>\n<li>Market microstructure analysis<\/li>\n<li>High-frequency news sentiment<\/li>\n<li>Limit order book analysis<\/li>\n<li>Forecasting<\/li>\n<\/ul>\n<p><strong>Closing Date for Paper Submission: July 1, 2018<\/strong><\/p>\n<p>Papers should be submitted in electronic form (pdf) via email to <a href=\"mailto:emp@lancaster.ac.uk\">emp@lancaster.ac.uk<\/a>. Please include your contact information and affiliation.<\/p>\n<p><strong>Organising Committee<\/strong><\/p>\n<p>Ilya Archakov, Nikolaus Hautsch, Sergey Nasekin, Ingmar Nolte, Sandra Nolte, Stephen Taylor<\/p>\n<p>Download <a href=\"http:\/\/wp.lancs.ac.uk\/finec2018\/files\/2018\/05\/2018-05-15-Call-for-Papers.pdf\">Call for Papers<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Keynote Speakers Torben Andersen, Northwestern University Randolf Roth, Eurex Group Viktor Todorov, Northwestern University In association with the ESRC-FWF funded research project on \u201cOrder Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective\u201d, the Centre &hellip; <a href=\"http:\/\/wp.lancs.ac.uk\/finec2018\/call-for-papers\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":607,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-9","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/pages\/9","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/users\/607"}],"replies":[{"embeddable":true,"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/comments?post=9"}],"version-history":[{"count":11,"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/pages\/9\/revisions"}],"predecessor-version":[{"id":67,"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/pages\/9\/revisions\/67"}],"wp:attachment":[{"href":"http:\/\/wp.lancs.ac.uk\/finec2018\/wp-json\/wp\/v2\/media?parent=9"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}