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, Lancaster, , 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/

Directions to LUMS Lecture Theatre 1

This venue is accessible via the LUMS B Floor corridor.