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CALL FOR PAPERS

10th Annual Society for Financial Econometrics (SoFiE) Conference

June 21-23, 2017 and Pre-Conference for Young Scholars: June 20, 2017

Hosted by the Volatility Institute, the Salomon Center, and the Finance Department at New York University Stern School of Business


Information on the Financial Econometrics Pre-Conference for Young Scholars

Due to the great success of the pre-conference in 2016, we are once again accepting submissions for 2017. Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference to help raise the quality and recognition of the young scholars in our organization!
 
The pre-conference provides students, postdocs, and untenured professors (with up to three years in a tenure-track job) the opportunity to present their work prior to the regular conference. Joint work with senior co-authors is eligible for the pre-conference as long as the presenting co-author is eligible.

Papers eligible for the pre-conference are treated exactly as other submissions for the SoFiE conference.  However, if they do not make the program, they are automatically considered for the pre-conference. Finally, it is also possible to submit a paper for consideration for the pre-conference only, as long as this is indicated at the time of submission.
 
The pre-conference will last one full day and will feature only young scholars, apart from the invited address by Raffaella Giacomini from University College London. We aim to have a seasoned scholar paired up with each individual paper in the pre-conference to enhance informal information exchange and constructive feedback.

Submission Procedure
Papers must be submitted via the EasyChair submission system:
https://easychair.org/conferences/?conf=2017sofieconference
  • If you have never used EasyChair before you will have to create a new user account to submit.
  • Once logged on, click on "New Submission" on the top left menu bar to submit.
  • IMPORTANT: You must indicate which program you would like your paper to be considered for in the "Keywords" section of the submission form (each keyword must be on a separate line). YOU MUST WRITE ONE OF THE THREE FOLLOWING OPTIONS:
    • Please write “Main Only” if you are submitting a paper for consideration in the main program only, followed by any relevant keywords for your paper.
    • Please write “Main/Pre” if you wish to have your paper considered for both the main program and the pre-conference.
    • Please write “Pre Only” if you wish to have your paper considered for the pre-conference only.Please name your pdf file with author last names and the full title of your paper.
Submissions must be received by January 10, 2017
All submitted papers will be reviewed by the Program Committee.
Please contact sofie@stern.nyu.edu with any questions.

INVITED SPEAKERS and COMMENTATORS
Tobias Adrian, Federal Reserve Bank NY
Federico Bandi, Johns Hopkins Carey Business School
John Y. Campbell, Harvard University
Robert F. Engle, NYU Stern School of Business
Wayne Ferson, USC Marshall School of Business
Eric Ghysels, UNC Kenan-Flagler Business School
Raffaella Giacomini, University College London
Lars Peter Hansen, University of Chicago
Campbell R. Harvey, Duke University Fuqua School of Business
Bryan Kelly, University of Chicago Booth School of Business
Robin L. Lumsdaine, Kogod School of Business, American University
Andrew Patton, Duke University
Richard Sylla, NYU Stern School of Business
Viktor Todorov, Kellogg School of Management Northwestern University
Jing Cynthia Wu, University of Chicago and NBER



HALBERT WHITE JR. MEMORIAL JFEC INVITED LECTURE

Eric Renault Headshot 124x140
 
Eric Renault, C.V. Starr Professor of Commerce, Organizations and Entrepreneurship, Professor of Economics
Brown University
 
 



SOFIE GALA DINNER SPEAKER

RS Headshot 124x140
 
Robert Shiller, Sterling Professor of Economics
Yale University
 
 

SoFiE PRESIDENTIAL ADDRESS  

RJ Headshot 124x140
 
Ravi Jagannathan, President of SoFiE 2015-2017, Chicago Mercantile Exchange/John F. Sandner Professor of Finance
Northwestern-Kellogg
 
 

LOCAL ORGANIZERS

Rob Engle Headshot 124x140
 
Robert Engle, Michael Armellino Professor of Management and Financial Services; Director, The Volatility Institute
NYU Stern School of Business
 
 

PROGRAM CHAIR

George Tauchen Headshot 124x140
 
George Tauchen, William Henry Glasson Professor of Economics
Duke University
 
 

CONFERENCE LOCATION
NYU Stern School of Business, New York City


Committee Members

Torben Andersen, Northwestern University
Kamhon Kan, Academia Sinica
Heather Anderson, Monash University Bryan Kelly, University of Chicago
Gurdip Bakshi, University of Maryland Lutz Kilian, University of Michigan
Federico Bandi, Johns Hopkins University Robert Kimmel, National University of Singapore
Luca Benzoni, Federal Reserve Bank of Chicago Frank Kleibergen, University of Amsterdam
Tim Bollerslev, Duke University David Lando, Copenhagen Business School
Marine Carrasco, University of Montreal Haitao Li, Cheung Kong Graduate School of Business
Rong Chen, Rutgers University Jia Li, Duke University
Mikhail Chernov, UCLA Yingying Li, Hong Kong University of Science and Technology
Charlotte Christiansen, Aarhus University Robin L. Lumsdaine, American University
Peter Christoffersen, University of Toronto Chenghu Ma, Fudan University
Riccardo Colacito, University of North Carolina, Chapel Hill Loriano Mancini, EPFL
Pierre Collin-Dufresne, EPF Nour Meddahi,  Toulouse School of Economics
Valentina Corradi, University of Surrey Andrew Patton, Duke University
Veronika Czellar, EDHEC Business School Eric Renault, Brown University
Dobrislav Dobrev, Federal Reserve Board Michael Rockinger, University of Lausanne
Yanqin Fan, University of Washington, Seattle Mathieu Rosenbaum, University Pierre et Marie Curie (Paris VI)
Catherine S. Forbes, Monash University Olivier Scaillet, University of Geneva & Swiss Finance Institute
Ana-Maria Fuertes, Case School of Business Julia Schaumburg, Vrije Universiteit Amsterdam
Patrick Gagliardini, University of Lugano Paul Schneider, University of Lugano & Swiss Finance Institute
Raffaella Giacomini, University College London Enrique Sentana, CEMFI
Eric Ghysels, University of North Carolina, Chapel Hill George Tauchen, Duke University
Sílvia Gonçalves, University of Montreal Allan Timmermann, University of California, San Diego
Roxana Halbleib, University of Konstanz Viktor Todorov, Northwestern University
Anthony Hall, University of Technology Sydney Fabio Trojani, University of Geneva & Swiss Finance Institute
Peter Hansen, University of North Carolina Bas J.M. Werker, Tilburg University
Wolfgang Hardle, Humboldt University Jing Cynthia Wu, Chicago Booth
Nikolaus Hautsch, University of Vienna Jun Yu, Singapore Management University
Stan Hurn, Queensland University of Technology Zhengjun Zhang, University of Wisconsin
Ravi Jagannathan, Northwestern University Lan Zhang, University of Illinois at Chicago
Christopher S. Jones, University of Southern California  Harold H. Zhang, University of Texas at Dallas
Ilze Kalnina, University of Montreal Xinghua Zheng, Hong Kong University of Science and Technology
Raymond Kan, University of Toronto  Hao Zhou, PBC School of Finance