Social Sciences

Symposium on Financial Econometrics and Market Microstructure @ Deakin University, Melbourne

Financial Econometrics Group, School of Accounting, Economics and Finance presents a two?day Symposium on Financial Econometrics and Market Microstructure

1?2 February, 2013

Call for Papers

Papers on market microstructure will be considered. Preference will be given to papers that apply advanced econometric estimation techniques based on high frequency data. The symposium will feature three keynote speakers (Professor Tarun Chordia, R. Howard Dobbs Professor of Finance, Emroy University; Professor Avanidhar Subrahmanyam, Goldyne and Irwin Hearsh Chair in Finance, UCLA Pembroke Visiting Scholar, Cambridge University; and Professor Amit Goyal, University of Lausanne). Papers submitted to the

symposium will be simultaneously considered, conditional o n author approval, for publication in the Journal of Financial Markets in which case he submission fee will be waived. The Symposium will take place at Deakin University's Burwood Campus, Melbourne on February 1 and 2, 2013. Papers should be submitted to [email protected] by December 12, 2012.

Joint Organisers

Professor Tarun Chordia

R. Howard Dobbs Professor of Finance

Emroy University

Professor Paresh Narayan

ALFRED DEAKIN PROFESSOR

Research Professor of Finance

Head of Financial Econometrics Group

Deakin University

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