CALL FOR PAPERS
 
12th Annual Society for Financial Econometrics (SoFiE) Conference
June 12-14, 2019
 
and
 
Pre-Conference for Young Scholars
June 11, 2019
 
Hosted by the School of Economics and
School of Data Science at Fudan University, Shanghai
 

One theme of the conference seeks to highlight econometric research in the area of artificial intelligence and machine learning in finance.

SUBMISSION PROCEDURE 

Papers must be submitted via the EasyChair submission system:

https://easychair.org/conferences/?conf=sofie2019

Submissions must be received by January 14, 2019. 
All submitted papers will be reviewed by the Program Committee.
  
Please contact sofie@stern.nyu.edu with any questions.

PROGRAM CHAIR
Lan Zhang, University of Illinois at Chicago

PROGRAM CO-CHAIRS

Jianqing Fan, Princeton University
Christian Gourieroux, University of Toronto
and Toulouse School of Economics
George Tauchen, Duke University

INVITED SPEAKERS

Robert F. Engle, NYU Stern School of Business
Jianqing Fan, Princeton University   
Eric Ghysels, UNC Kenan-Flagler Business School
Yongmiao Hong, Cornell University
Yingying Li, Hong Kong University of Science and Technology
Oliver B. Linton, University of Cambridge
Dacheng Xiu, University of Chicago Booth School of Business
Hongjun Yan, DePaul University, Kellstadt School of Business

GALA DINNER SPEAKER               
  TBA  

HALBERT WHITE JR. MEMORIAL JFEC INVITED LECTURE               
Frank Kleibergen, University of Amsterdam

PRESIDENTIAL ADDRESS
Per A. Mykland, University of Chicago

CONFERENCE LOCATION
Fudan University, Shanghai, China
 
LOCAL ORGANIZERS
Shiyi Chen, Fudan University (local co-chair)

Jianqing Fan, Princeton University
(local co-chair)

Weiguo Gao, Fudan University

Zonglai Kou, Fudan University

Cristina Dan Wang, New York University - Shanghai

Mingdong Xu, Fudan University

Zhengjun Zhang, University of Wisconsin - Madison

Information on the Financial Econometrics Pre-Conference for Young Scholars

Due to the continued success of the pre-conference, we are once again accepting submissions for 2019. Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference to help raise the quality and recognition of the young scholars in our organization! 

The pre-conference provides students, postdocs, and untenured professors (with up to three years in a tenure-track job) the opportunity to present their work prior to the regular conference. Joint work with senior co-authors is eligible for the pre-conference as long as the presenting co-author is eligible.

Papers eligible for the pre-conference are treated exactly as other submissions for the SoFiE conference. However, if they do not make the program, they are automatically considered for the pre-conference. Finally, it is also possible to submit a paper for consideration for the pre-conference only, as long as this is indicated at the time of submission.
 
The pre-conference will last one full day and will feature only young scholars, apart from the invited address by Yongmiao Hong from Cornell University. We aim to have a seasoned scholar paired up with each individual paper in the pre-conference to enhance informal information exchange and constructive feedback.

Information on the submission procedure

If you have never used EasyChair before you will have to create a new user account to submit.

·         Once logged on, click on "New Submission" on the top left menu bar to submit.

·         IMPORTANT: You must indicate which program you would like your paper to be considered for in the "Keywords" section of the submission form (each keyword must be on a separate line).
YOU MUST WRITE ONE OF THE THREE FOLLOWING OPTIONS:

·         Please write “Main Only” if you are submitting a paper for consideration in the main program only, followed by any relevant keywords for your paper.

·         Please write “Main/Pre” if you wish to have your paper considered for both the main program and the pre-conference.

·         Please write “Pre Only” if you wish to have your paper considered for the pre-conference only.

Please name your pdf file with author last names and the full title of your paper.

Shanghai SoFiE 2019 - CALL FOR PAPERS_12.3.18.pdf ​