CALL FOR PAPERS: Eighth Annual Society for Financial Econometrics (SoFiE) Conference June 24-26, 2015

Posted on 2014/11/25. Filed under: 綜合 |


Eighth Annual Society for Financial Econometrics (SoFiE) Conference June 24-26, 2015 and The CREATES-SoFiE Financial Econometrics Pre-Conference June 23, 2015 Hosted by CREATES, Department of Economics and Business, Aarhus University

Information on the Financial Econometrics Pre-Conference for Young Scholars

Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference. It will help raise the quality and recognition to the benefit of the 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. Submissions should be forwarded to the regular Annual SoFiE Conference according to the instructions below, but with an indication of desire to be considered for the pre-conference. 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 A. Ronald Gallant from The Pennsylvania State 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.


Papers must be submitted by email to sofie, and they must contain a single attached paper in pdf format.

• Regular submissions should feature the subject line “SoFiE 2015 Submission”.

• If eligible and wanting consideration for the pre-conference as well, use the subject line “SoFiE and Pre-Conference 2015 Submission”.

• Finally, papers only submitted for the pre-conference should carry the subject line “Pre-Conference 2015 Submission”.

Please name your pdf file with the full title of your paper. Submissions must be received by January 19, 2015.

All papers will be reviewed by the Program Committee.


Eric Renault President of SoFiE, 2013-2015 C.V. Starr Professor of Economics, Brown University


Oliver Linton Professor of Political Economy Fellow of Trinity College, University of Cambridge


David Lando Director, Center for Financial Frictions Professor, Copenhagen Business School


Pierre Collin-Dufresne, Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute

Jean Jacod, Université Paris 6

Ralph Koijen, London Business School

Albert S. (Pete) Kyle, The Smith School of Business, University of Maryland

Nour Meddahi, Toulouse School of Economics

Serena Ng, Columbia University


A. Ronald Gallant, The Pennsylvania State University


Torben G. Andersen, Kellogg School of Management, Northwestern University; CREATES and NBER


Niels Haldrup, CREATES, Aarhus University

Asger Lunde, CREATES, Aarhus University

Timo Teräsvirta, CREATES, Aarhus University

Solveig Nygaard Sørensen, CREATES, Aarhus University


Aarhus University, Denmark


Bryan Kelly, University of Chicago

Heather Anderson, Monash University

Elena Andreou, University of Cyprus

Gurdip Bakshi, University of Maryland

Federico Bandi, Johns Hopkins University

David Bates, University of Iowa

Luc Bauwens, Universite Catholique de Louvain

Luca Benzoni, Federal Reserve Bank of Chicago

Tim Bollerslev, Duke University

Christian Brownlees, Pompeu Fabra University

Laurent Calvet, HEC Paris

Marine Carrasco, University of Montreal

Mikhail Chernov, London School of Economics & UCLA

Riccardo Colacito, University of North Carolina, Chapel Hill

Valentina Corradi, University of Surrey

Frank deJong, Tilburg University

Dobrislav Dobrev, Federal Reserve Board

Mardi Dungey, University of Tasmania

Yanqin Fan, University of Washington, Seattle

Patrick Gagliardini, University of Lugano

Raffaella Giacomini, University College London

Sílvia Gonçalves, University of Montreal

Peter Hansen, European University Institute

Anthony Hall, University of Technology Sydney

Joel Hasbrouck, New York University

Nikolaus Hautsch, University of Vienna

Stan Hurn, Queensland University of Technology

Kris Jacobs, University of Houston

Ravi Jagannathan, Northwestern University

Christopher S. Jones, University of Southern California

Scott Joslin, University of Southern California

Raymond Kan, University of Toronto

Lutz Kilian, University of Michigan

Siem Jan Koopman, VU University Amsterdam

Jia Li, Duke University

Robin Lumsdaine, American University

Cecilia Mancini, University of Florence

Simone Manganelli, European Central Bank

Thomas McCurdy, University of Toronto

Nour Meddahi, Toulouse School of Economics

Per Mykland, University of Chicago

Joon Park, Indiana University

Andrew Patton, Duke University

Benoit Perron, University of Montreal

Anders Rahbek, University of Copenhagen

Tarun Ramadorai, University of Oxford

Michael Rockinger, Swiss Finance Institute

Jeroen Rombouts, ESSEC

Barbara Rossi, Pompeu Fabra University

Jeffrey Russell, University of Chicago

Olivier Scaillet, University of Geneva

Peter Schotman, Maastricht University

Enrique Sentana, CEMFI

Neil Shephard, Harvard University

George Tauchen, Duke University

Allan Timmermann, University of California, San Diego

Viktor Todorov, Northwestern University

Fabio Trojani, University of Lugano & Swiss Finance Institute

Bas J.M. Werker, Tilburg University

Jun Yu, Singapore Management University

Harold H. Zhang, University of Texas at Dallas

Lan Zhang, University of Illinois at Chicago

Kind regards

Solveig Nygaard Sørensen

Center Administrator

Building 2628, 312

Tel: +45 87165503

Mobile: +45 20421434

Mail: sns

Aarhus University

Department of Business and Economics, CREATES

Fuglesangs Allé 4

8210 Aarhus V



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