News & Events in Finance
Items are posted chronolgically (in ascending order) by date of event and/or submission deadline; general and standing announcements follow dated items (scroll down to view the complete listing). To submit an item for posting, please send a brief pre-formatted text (preferably in MS-Word or HTML, and not just a PDF file) – including contact details and any graphic files, hyperlinks, etc. – via e-mail to EFA at the generic address: email@example.com.
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CALLS FOR PAPERS & FINANCE EVENTS
2019 OptionMetrics Research Conference (ORC2019)
October 28, 2019
New York City, NY, USA
Submission deadline: September 10, 2019
OptionMetrics is excited to announce our 8th Annual Research Conference (ORC2019), to be held on Monday, October 28, 2019 in New York City. We look forward to bringing together OptionMetrics clients and researchers from the buy-side, sell-side, and academia to present and discuss their research. We invite quantitative practitioners and academics in the volatility and alternative risk premia space whom are interested in OptionMetrics' IvyDB data products to attend and submit papers for presentation at the conference.
We welcome original research papers and presentations containing OptionMetrics data. Major areas of interest include but are not limited to the following topics:
- Volatility Outlook
- Portfolio Derivative Strategy
- Machine Learning in Volatility Investing
- Alternative Risk Premia
- Empirical Option Research
- Option Market Micro-Structure
If you are interested in submitting an abstract or overview, please provide your contact information, working presentation title and a short abstract (approximately 100 - 300 words) using the online submission HERE. **The deadline for all abstract submissions is: Tuesday, September 10, 2019**
Early Bird Registration is now available for the 2019 OptionMetrics Research Conference on October 28, 2019! Regular admission will begin on September 20th, so get your Early Bird tickets today!
Victoria University of Wellington’s School of Economics and Finance is pleased to invite submissions in all fields of finance to be considered for presentations at the 2019 Wellington Finance Summit to be held on December 18th in Wellington, the capital city of New Zealand. This is the third summit following the great success in the last two years. It is going to be a one-day small conference featuring one keynote speech and eight high-quality paper presentations/discussions. The goal is to bring a small group of experts worldwide to summer Wellington to exchange ideas in depth and in a relaxed mood. All presentations will take place on December 18th with welcome breakfast, lunch, and morning and afternoon tea provided. The conference concludes with a dinner for presenters and discussants in the evening.
Allan Timmermann, who is the Atkinson/Epstein Endowed Chair Distinguished Professor of Finance at the Rady School of Managemen of University of California, San Diego.
Please send a complete paper with the subject “Paper Submission_First name_Last name” by Thursday 10 October 2019 to the conference email address: firstname.lastname@example.org. There is no submission fee. Paper acceptances will be notified mid-October.
In mid-October, we will contact invited participants with more detail on the program and how to register for the conference. For anyone else who is interested in attending the conference, please contact Jasmine Pater (email@example.com).
More information about the conference can be found at https://sites.google.com/site/wellingtonfinancesummit/.
Should you have any inquiries, feel free to contact Jinji Hao (firstname.lastname@example.org).
CALL FOR PAPERS
9th ASU Sonoran Winter Conference 2020
February 13-15, 2020
Host: W. P. Carey School of Business, Arizona State University (ASU),
Venue: JW Marriott Camelback Inn, Scottsdale, Arizona (www.camelbackinn.com)
Submission deadline: November 19, 2019
The ASU W. P. Carey School of Business Department of Finance is delighted to host the 9th annual ASU Sonoran Winter Finance Conference February 13-15, 2020 at JW Marriott Camelback Inn in Scottsdale, Arizona. Completed papers in an early stage from all areas of finance and financial economics will be considered. Please do not submit a paper that has been accepted for publication in a journal, presented at a major conference, or co-authored with a current ASU faculty member. To submit a paper, please complete the online form at http://blogs.wpcarey.asu.edu/financeconference/ no later than Tuesday, November 19, 2019. Authors of selected papers will be notified by late December 2019.
The Jacob Gold & Associates Prize in the amount of $1,500 will be awarded to the presenter of the winning paper. Accommodation expenses for presenters will be paid by the organizers through sponsorship from our partner, our Finance Advisory Board http://wpcarey.asu.edu/finance-degrees/finance-advisory-board. Please see the Call for Papers for more details, including the members of the Program Committee.
- Ilona Babenko (Ilona.Babenko@asu.edu)
- Oliver Boguth (Oliver.Boguth@asu.edu)
- Laura Lindsey (Laura.Lindsey@asu.edu)
- Yuri Tserlukevich (Yuri.Tserlukevich@asu.edu)
RESEARCH INITIATIVES & OTHER FINANCE-RELATED ANNOUNCEMENTS
The Think Forward Initiative (TFI) has launched a new call for research proposals. We will be awarding funding to original research projects that provide relevant impact-driven insights in the domains of people’s (financial) decision-making, financial health, and financial well-being.
The TFI is looking for applications for our two research tracks. The short-term research track provides funding up to €10,000 per project that can be completed within six months. The long-term research track offers funding up to €100,000 per project that can be completed within two years. Proposals can be submitted to one of the six priority themes but proposals that address other relevant topics are welcome as a wildcard submission.
Please find all details about this call here. Submissions are due by October 6, 2019.
Have questions about your submission?
TFI have set up some telephone conference sessions to answer any questions you may have about your submission. Register below to take part:
- Thursday 22 August, 4 pm – 5 pm (CEST) Register here
- Wednesday 28 August, 10 am – 11 am (CEST) Register here
- Tuesday 3 September, 1 pm – 2 pm (CEST) Register here
Alternatively, you may get in touch with the TFI by sending your questions via e-mail to email@example.com.
The Think Forward Initiative (TFI) is a multidisciplinary and open initiative that promotes research and practical solutions with the ambitious goal of empowering more than 100 million people to make better financial decisions. The TFI is supported by a purpose-driven partnership between ING, the Centre for Economic Policy Research (CEPR), Deloitte, Amazon Web Services, and Dell Technologies.
CALL FOR RESEARCH PROPOSALS
"Intangible Assets and Factor Investing"
Submission deadline: September 30, 2019
The EDHEC Scientific Beta Research chair is inviting research applications in the area of "Intangible Assets and Factor Investing". These research grants will support academic research on factor investing that is practically relevant and provides a substantial contribution to the academic literature. Funding is available for two projects, and each grant will be for 10,000 euros with an additional bonus of 10,000 euros awarded upon publication in a top-tier academic journal (a list of relevant journals, which includes FT-listed accounting and finance journals, will be provided to the selected researchers). Payment will be made directly to the researcher, unless otherwise requested, and this research support does not in any way preclude subsequent publication of the paper in a journal of the researcher's choice (only an acknowledgement of the research funding is required).
Research projects should address how considering intangible capital affects widely-documented asset pricing factors, such as value, investment and profitability. Such factors draw on accounting information, which often ignores intangible capital or treats intangibles inconsistently. While a growing literature considers the effects of intangibles, it remains unclear how intangible capital should be incorporated in empirical asset pricing. The following list contains examples of relevant questions:
- How can the rational explanation for factor premia be extended to intangible capital? For example, it has been argued that the value premium is related to costly reversibility of assets in place. How can we capture the cost of reversibility for intangible capital?
- What is the empirical performance of asset pricing models when applied to intangible capital? How can we deal with measurement problems for intangible capital in this context?
- How can we avoid inconsistencies in the treatment of intangibles when measuring firm characteristics? Does avoiding inconsistencies improve the performance of asset pricing models or the explanation of factor premia?
Proposals should contain a detailed outline of the research to be conducted and an explanation of its contribution. Specifically, a single PDF should be submitted that contains the following:
- a cover page with title, names of authors, addresses and affiliation;
- an abstract of up to two-hundred words;
- a clear statement of the research objectives;
- a literature review that places the proposed work in the context of existing work;
- a detailed description of the research method and expected results;
- a proposed timetable for completing the paper;
- a copy of (each) researcher's resume.
A related paper, if available, may be enclosed in a separate file.
Researchers should submit their proposals and their vita to firstname.lastname@example.org.
Proposals will be selected by a selection committee composed of:
- Noël Amenc, Professor of Finance, EDHEC Business School; and CEO, Scientific Beta
- Felix Goltz, Research Director, Scientific Beta
- Abraham Lioui, Professor of Finance, EDHEC Business School
- Raman Uppal, Professor of Finance, EDHEC Business School
The deadline for submission of proposals is September 30, 2019.
Decisions on proposals will be made by November 30, 2019.
All decisions are final.
Authors whose proposals are selected will be expected to deliver a working paper and present the research at the annual conference of the EDHEC Scientific Beta Research chair. EDHEC will pay reasonable expenses incurred for coming to the conference.
Hong Kong Institute for Monetary and Financial Research (HKIMR) – Research Programmes
Quarterly submission deadlines: March 31st; June 30th; September 30th; December 31st
The Hong Kong Institute for Monetary and Financial Research (HKIMR) is an affiliate of the Hong Kong Monetary Authority (HKMA). Our objective is to conduct high-quality research in the broad fields of economics and finance that is of strategic importance to the HKMA, Hong Kong and the Asia-Pacific region. Four times per year we invite academics to submit research proposals for visits to the Institute of up to 4 weeks. The research topics are for the applicants to decide. The proponents will have the choice to submit to any of the Institute’s Research Programmes. Proposals submitted for consideration in the Thematic Study Programme will have to address issues related to the current thematic areas of interest of the Institute. A successful candidate is likely to have a PhD in Economics or Finance, hold an academic position and should possess a track record of publications in top peer-reviewed academic journals. Full details about the Institute’s Research Programmes can be found on http://www.hkimr.org/content-id13. The Institute offers an internationally competitive remuneration package. If interested, please contact us via e-mail: email@example.com.
The Advisory Scientific Committee (ASC) of the European Systemic Risk Board (ESRB) annually awards a research prize for young researchers in finance called the “Ieke van den Burg Prize for Research on Systemic Risk”. Ms. van den Burg was dedicated to the notion that finance should serve society, and this prize is administered in that spirit. The ESRB-ASC Prize includes a money award of €5,000.
ELIGIBILITY: Applicants must be under 35 years old on December 31st of the previous year the prize is awarded. Both single-authored and co-authored papers may be submitted for consideration, but all authors of a given paper must comply with the under-35 age requirement.
SUBMISSION: Applicants must submit a completed paper on a topic related to the ESRB’s mission of preventing and mitigating systemic risks to financial stability. In particular, applications are invited from authors of papers covering at least one of the following topics:
- the role of macro-prudential policy
- regulatory issues in banking and finance;
- financial instability and performance of the real economy;
- genesis of financial crises and identification of systemic risk;
- consumer protection in financial markets.
SUBMISSION DEADLINE: March 31st, midnight CET
BEST PAPER PRIZE: The ASC will select the winning paper, based on its judgement of the paper that represents an outstanding contribution to a topic of interest and relevance to the ESRB. The author(s) of the winning paper will be expected to present their research at an ESRB conference. The prize amounts to €5,000, and is intended to support the research activities of the recipient(s). This total cash award is the same for single and co-authored papers. If more than one winning paper is selected, the total cash award will be distributed equally between each paper.
ERIM PhD Research Projects in Management
Each year ERIM initiates and starts a substantial amount of new and international oriented PhD research projects. The focus is on pioneering and innovative research in the field of Research in Management. Projects are ordered by research program; there is a variety of PhD research projects that are open for applicants. For more info, visit the website: http://www.erim.eur.nl/ERIM/Doctoral_Programme/PhD_in_Management/Current_PhD_Vacancies
Research Grants provided by INQUIRE Europe
The Institute for Quantitative Research (INQUIRE) in Europe provides financial support for academic research projects with potential applications in the field of investment management. Several grants of €10,000 are awarded each year. Payments are made directly to the researcher, unless otherwise requested. Support of a research project by Inquire Europe does not in any way preclude subsequent publication of the paper in a journal of the researcher's choice. Completed papers may be invited for presentation at the INQUIRE's spring or fall Seminars. INQUIRE will pay the researcher's reasonable expenses incurred in connection with the seminar. More info on Inquire Europe, research grants that have been provided in the past, and on the application procedure, is available on INQUIRE’s website: www.inquire-europe.org.
NETSPAR Theme Grants
Netspar is a European network for research and education in the field of pensions, aging and retirement. It is an independent network of academics and practitioners in the field, supported by Dutch universities and private and public institutions that share a keen interest in Netspar's research topics. Researchers of seven Dutch universities, international scientists as well as representatives of insurance companies, pension funds, government bodies and supervisors are affiliated with the network. Every year, Netspar allocates theme-based grants; these annual grants are given for a three-year period. As of 2008, these grants are also available for researchers that are not affiliated with one of the (Dutch) partner universities, up to a maximum of €250,000.
TOPICS: For some examples of granted theme topics, see the webpage: http://www.netspar.nl/themes/
– For further details regarding the theme grants, see the webpage: http://www.netspar.nl/research/grants/
– If you have any questions, please contact: Prof. T. Nijman, e-mail Nyman@uvt.nl.
EFA Annual Meetings
- » 37th EFA Annual Meeting
August 25-28, 2010
Goethe University Frankfurt –
House of Finance
- » 38th EFA Annual Meeting
August 17-20, 2011
Stockholm School of Economics & Swedish Institute for Financial Research
- » 39th EFA Annual Meeting
August 15-18, 2012
Copenhagen Business School
- » 40th EFA Annual Meeting
Cambridge, England, UK
August 28-31, 2013
University of Cambridge –
Judge Business School
- » 41st EFA Annual Meeting
August 27-30, 2014
University of Lugano –
Swiss Finance Institute
- » 42nd EFA Annual Meeting
August 19-22, 2015
Vienna University of Economics and Business (WU Vienna)
- » 43rd EFA Annual Meeting
August 17-20, 2016
BI Norwegian Business School
- » 44th EFA Annual Meeting
August 23-26, 2017
University of Mannheim
- » 45th EFA Annual Meeting
August 22-25, 2018
Warsaw School of Economics & Imperial College London
- » 46th EFA Annual Meeting
Carcavelos (Lisbon), Portugal
August 21-24, 2019
Nova School of Business and Economics (new campus)
- » 47th EFA Annual Meeting
August 19-22, 2020
Aalto University School of Business
- » 48th EFA Annual Meeting
August 25-28, 2021