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7th Annual Conference of the Society for Financial Econometrics

Fifth Annual Society for Financial Econometrics (SoFiE) Conference
Date: Wednesday, June 11 to Friday, June 13, 2014
Location: University of Toronto’s Rotman School of Management

The 7th Annual Conference of the Society for Financial Econometrics (SoFiE), co-sponsored by the Global Risk Institute in Financial Services (GRI) and the University of Toronto’s Rotman School of Management, will convene a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometric. SoFiE is an independent non-profit membership organization, housed at NYU Stern and co-founded by Nobel Laureate Professor Robert Engle and Professor Eric Ghysels. Professor Joel Hasbrouck will present his research, “High Frequency Quoting: Short-Term Volatility in Bids and Offers.”

For more information about the SoFiE conference 2014 in Toronto, please visit: http://inside.rotman.utoronto.ca/rgri/.

For more information about SoFiE, please visit: http://sofie.stern.nyu.edu/.