{"id":20,"date":"2026-03-24T17:24:48","date_gmt":"2026-03-24T17:24:48","guid":{"rendered":"https:\/\/wp.lancs.ac.uk\/finec2027\/?page_id=20"},"modified":"2026-09-07T14:01:56","modified_gmt":"2026-09-07T14:01:56","slug":"call-for-papers","status":"publish","type":"page","link":"https:\/\/wp.lancs.ac.uk\/finec2027\/","title":{"rendered":"Call for papers"},"content":{"rendered":"<p>Download our\u00a0<strong>Call for Papers \u2013 <a href=\"http:\/\/wp.lancs.ac.uk\/finec2027\/files\/2026\/09\/Call-for-Papers-SoFiE-FINEC2027.pdf\" target=\"_blank\" rel=\"noopener\">FINEC2027<\/a><\/strong><\/p>\n<p>The <a href=\"https:\/\/www.lancaster.ac.uk\/lums\/research\/areas-of-expertise\/centre-for-financial-econometrics-asset-markets-and-macroeconomic-policy\/\" target=\"_blank\" rel=\"noopener\">Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP),<\/a> the Department of Accounting and Finance and the Department of Economics at Lancaster University Management School invite the submission of papers in the field of financial econometrics and closely related fields. Topics include but are not limited to<\/p>\n<ul>\n<li>high-frequency econometrics<\/li>\n<li>market microstructure<\/li>\n<li>forecasting<\/li>\n<li>asset pricing and investments<\/li>\n<li>risk-neutral density estimation<\/li>\n<li>fintech and blockchain<\/li>\n<li>cryptocurrencies<\/li>\n<li>climate econometrics<\/li>\n<li>volatility modelling<\/li>\n<li>artificial intelligence and machine learning<\/li>\n<li>factor models<\/li>\n<li>term structure models<\/li>\n<li>risk modelling<\/li>\n<li>real-time detection of extreme market events<\/li>\n<li>options and derivatives modelling<\/li>\n<li>multivariate and high-dimensional time series modelling<\/li>\n<\/ul>\n<p data-olk-copy-source=\"MessageBody\">Our Keynote Speakers are:<\/p>\n<p data-olk-copy-source=\"MessageBody\"><a title=\"https:\/\/www.kellogg.northwestern.edu\/academics-research\/faculty\/andersen_torben\/\" href=\"https:\/\/www.kellogg.northwestern.edu\/academics-research\/faculty\/andersen_torben\/\" target=\"_blank\" rel=\"noopener noreferrer\" data-auth=\"NotApplicable\" data-linkindex=\"1\"><b>Torben Andersen,<\/b>\u00a0Northwestern University<\/a><\/p>\n<p><a title=\"https:\/\/www.econ.cam.ac.uk\/people\/academic\/oliver-linton\" href=\"https:\/\/www.econ.cam.ac.uk\/people\/academic\/oliver-linton\" target=\"_blank\" rel=\"noopener noreferrer\" data-auth=\"NotApplicable\" data-linkindex=\"2\"><b>Oliver Linton,<\/b>\u00a0University of Cambridge<\/a><\/p>\n<p><a title=\"https:\/\/roberto-reno.faculty.essec.edu\/\" href=\"https:\/\/roberto-reno.faculty.essec.edu\/\" target=\"_blank\" rel=\"noopener noreferrer\" data-auth=\"NotApplicable\" data-linkindex=\"3\"><b>Roberto Reno,<\/b>\u00a0ESSEC Business School<\/a><\/p>\n<p><a title=\"https:\/\/www.kellogg.northwestern.edu\/academics-research\/faculty\/todorov_viktor\/\" href=\"https:\/\/www.kellogg.northwestern.edu\/academics-research\/faculty\/todorov_viktor\/\" target=\"_blank\" rel=\"noopener noreferrer\" data-auth=\"NotApplicable\" data-linkindex=\"4\"><b>Viktor Todorov,<\/b>\u00a0Northwestern University<\/a><\/p>\n<p>The Lancaster Financial Econometrics Prize (GBP 1,000) will be awarded to the best paper at the conference.<\/p>\n<p><span style=\"font-size: 14pt\"><strong>Closing Date for Paper Submission: <span style=\"color: #ff0000\">1st of December, 2026<\/span><\/strong><\/span><\/p>\n<p>Papers (PDF) should be uploaded via <a href=\"https:\/\/lancasteruni.eu.qualtrics.com\/jfe\/form\/SV_09BPvd5c6ru7c2y\" target=\"_blank\" rel=\"noopener\">Qualtrics Forms<\/a>. Prior to completing the form, please follow <a href=\"https:\/\/lancasteruk.estore.flywire.com\/products\/frontiers-of-factor-investing-conference-2026---submitting-paper-fee-339351\" target=\"_blank\" rel=\"noopener\">this payment link<\/a> to pay the paper submission fee of \u00a330. Once payment has been made, please include your payment reference number in the first box of the <a href=\"https:\/\/lancasteruni.eu.qualtrics.com\/jfe\/form\/SV_09BPvd5c6ru7c2y\" target=\"_blank\" rel=\"noopener\">Qualtrics Form.<\/a><\/p>\n<p><strong>The paper submission fee is \u00a330.<\/strong><\/p>\n<p>Please include all requested contact information for all your co-authors.<\/p>\n<p>The conference is 100% in-person at Lancaster University without online sessions.<\/p>\n<p><strong>Organising Committee<\/strong><br \/>\nMarwan Izzeldin, Olga Kolokolva, Ingmar Nolte, Sandra Nolte, Efthymios Pavlidis, Manh Pham, Vikas Raman, Mark Shackleton, Stefano Soccorsi, Stephen Taylor, Shifan Yu<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Download our\u00a0Call for Papers \u2013 FINEC2027 The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP), the Department of Accounting and Finance and the Department of Economics at Lancaster University Management School invite the submission of papers in the &hellip; <a href=\"https:\/\/wp.lancs.ac.uk\/finec2027\/\">Continue reading <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":871,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-20","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/20","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/users\/871"}],"replies":[{"embeddable":true,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/comments?post=20"}],"version-history":[{"count":18,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/20\/revisions"}],"predecessor-version":[{"id":100,"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/pages\/20\/revisions\/100"}],"wp:attachment":[{"href":"https:\/\/wp.lancs.ac.uk\/finec2027\/wp-json\/wp\/v2\/media?parent=20"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}