Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets

Thursday 13 September 2018, 8:30am to Friday 14 September 2018, 5:00pm

Venue

LUMS Lecture Theatre 1, LA1 4YX - View Map

Open to

Alumni, Postgraduates, Public, Staff

Registration

Cost to attend - booking required

Registration Info

To register and for further details please visit the Conference registration website.



Event Details

Conference

In association with the ESRC-FWF funded research project on “Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective”, the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School invites the submission of papers in the field of financial econometrics focusing on:

  • High-frequency financial econometrics
  • Risk and liquidity research
  • Derivative markets
  • Volatility modelling
  • Market microstructure analysis
  • High-frequency news sentiment
  • Limit order book analysis
  • Forecasting

Contact Details

Name Teresa Aldren
Email

t.aldren@lancaster.ac.uk

Telephone number

+44 1524 510906

Website

http://wp.lancs.ac.uk/finec2018/