Call for Papers- NYU Shanghai


Call For Papers
The Third Annual Volatility Institute Conference at NYU Shanghai – “Derivatives and Volatility”

November 17, 2017, Shanghai, China

ORGANIZERS:
Volatility Institute at NYU Shanghai
China Hedge Fund Research Center, SJTU

KEYNOTE SPEAKER: Robert Engle, 2003 Nobel Laureate in Economics, Professor of Finance at NYU Stern School of Business; Jiang Wang, Mizuho Financial Group Professor at MIT (Massachusetts Institute of Technology)”

CONFERENCE THEME: The investigation of dynamics of market volatilities is one of the key areas of financial research. As more and more derivatives are introduced into financial markets in both developed and emerging capital markets, understanding the impact of derivatives trading on market volatility is of great importance. Papers on all topic related to “Derivatives and Volatility” are welcome, including asset pricing, corporate finance, market microstructure, behavioral finance, capital markets, macro-financial linkages, and international finance. While the focus is on all markets, submissions are especially encouraged that focus on emerging capital markets, China in particular.

PAPER SUBMISSION PROCEDURE: Each author may submit only one paper. Papers may be submitted electronically via the following link and must consist of a single PDF file. No other formats will be accepted. http://shanghai.nyu.edu/research/vins/paper-submission-annual-volatility-conference

Submission Deadline: August 31, 2017, 23:59, GMT+8
Expected Notification of Acceptance: September 24, 2017

The papers will be selected via a review process of the scientific committee. Expected Notification of Acceptance: September. 24th, 2016. We will reimburse each presenter up to $1000 to cover her/his travel costs after the conference.

Thank you for your attention!

CONFERENCE SCIENTIFIC COMMITTEE:
Professor Menachem Brenner, NYU Stern School of Business, New York City, United States
Professor Jennifer Carpenter, NYU Stern School of Business, New York City, United States
Professor Robert Engle, NYU Stern School of Business, New York City, United States
Professor Stephen Figlewski, NYU Stern School of Business, New York City, United States
Professor Hua He, Cheung Kong Graduate School of Business, Beijing, China
Professor Matthew Richardson, NYU Stern School of Business, New York City, United States
Professor Qian Sun, Fudan University, Shanghai, China
Professor Jianye Wang, Volatility Institute, NYU Shanghai, Shanghai, China
Professor Robert Whitelaw, NYU Stern School of Business, New York City, United States
Professor Yexiao Xu, University of Texas at Dallas, Dallas, United States
Professor Hong Yan, Shanghai Advanced Institute of Finance at Shanghai Jiao Tong University, Shanghai, China
Professor Chu Zhang, Hong Kong University of Science and Technology, Hong Kong, China
Professor Harold Zhang, University of Texas at Dallas, Dallas, United States
Professor Zhenlong Zheng, Xiamen University, Xiamen, China

CONTACT INFORMATION:
Website: https://research.shanghai.nyu.edu/centers-and-institutes/vins/vins-third-annual-conference
Email: vins@nyu.edu
Telephone: +86 021 2059 5741
Address: Room 1237, NYU Shanghai, 1555 Century Avenue, Pudong, Shanghai, China, 200122

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