It is our pleasure to invite you to the 2nd edition of the Econometric Research in Finance (ERFIN) workshop (http://conference.erfin.org), hosted by Warsaw School of Economics (Szkoła Główna Handlowa w Warszawie) in Warsaw, Poland, on Friday September 15, 2017. We are proud that the last year's event proved a huge success, attracting many outstanding contributions from academics, policy-makers and practitioners and providing a forum for critical discussion and research networking amongst them.
The goal of the ERFIN workshops is to promote modern quantitative methods (especially econometric models) and their applications in the field of finance. The workshops aim to showcase cutting edge research in the areas of financial markets, institutions, and instruments. They also provide 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 schedule of this year's edition of the workshop 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 the 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.
No fees will be charged.
June 30, 2017 Paper submissions close
July 15, 2017 Accepted papers confirmed; conference program published
Conference web page: http://conference.erfin.org.
Local Organizing Team, ERFIN Workshop 2017