VINS Third Annual Conference

 

 

* 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

 

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 (Name of file: Author/Co-authors_Paper Title). No other formats will be accepted.

http://shanghai.nyu.edu/research/vins/paper-submission-annual-volatility-conference

 

 

Submission Deadline: August 31, 2017, 11:59 p.m.

Expected Notification of Acceptance: September 24, 2017

 

 

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

Email: vins@nyu.edu

Telephone: +86 021 2059 5741

Address: Room 1237, NYU Shanghai, 1555Century Avenue, Pudong, Shanghai, China, 200122