 | SoFiE2024: 16th Annual Society for Financial Econometrics Conference Pontifical Catholic University of Rio de Janeiro Rio de Janeiro, Brazil, June 13-16, 2024 |
| Conference web page | https://www.stern.nyu.edu/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-and-risk-institute/sofie/sofie-conferences-0 |
| Submission link | https://easychair.org/conferences/?conf=sofie2024 |
| Submission deadline | January 26, 2024 |
CALL FOR PAPERS
16th Annual Society for Financial Econometrics (SoFiE) ConferenceJune 14 to 16, 2024
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Pre-Conference for Early Career Scholars
June 13, 2024
Hosted by the Department of Economicsof the Pontifical Catholic University of Rio de Janeiro
This conference particularly aims to bridge the gap between empirical asset pricing and financial econometrics.Submission Procedure
Participants should submit their papers by January 26, 2024 via the EasyChair submission system:https://easychair.org/conferences/?conf=sofie2024
The program committee will review every submission.Please contact sofie@stern.nyu.edu with any question.
PROGRAM CHAIRS
Torben G. Andersen, Northwestern University
Yingying Li, Hong Kong University of Science and Technology
INVITED SPEAKERS
Alexandre Belloni, Duke University
Yoosoon Chang, Indiana University
Raymond Kan, University of Toronto
Stefan Nagel, University of Chicago
José Scheinkman, Columbia University
Robert F. Stambaugh, University of Pennsylvania
PRE-CONFERENCE INVITED LECTURE
Maryam Farboodi, MIT
HALBERT WHITE JR. MEMORIAL JFEC INVITED LECTURE
Silvia Gonçalves, McGill University
LOCAL ORGANIZERS
Caio Almeida, Princeton University
Marcelo Fernandes, Sao Paulo School of Economics, FGV
Marcelo C. Medeiros, University of Illinois at Urbana-Champaign
CONFERENCE LOCATION
Department of Economics, PUC-Rio, Rio de Janeiro, Brazilhttps://www.econ.puc-rio.br/en
BEST PAPER AWARDS
Bates-White Prize for the best paper in the main conference
SoFiE Prize for the best paper in the young scholars’ conference
Pre-Conference for Early Career Scholars
Due to the success of previous pre-conference events, we are once again accepting submissions for 2024. We invite every participant of the Annual SoFiE conference to register and attend the pre-conference to help raise the quality and recognition of SoFiE’s early career scholars.
The pre-conference provides students, postdocs, and untenured professors (with up to three years in a tenure track) the opportunity to present their work. Joint work with senior co-authors is eligible for the pre-conference as long as the presenting co-author is an eligible early career scholar.
The program committee will treat the papers eligible for the pre-conference exactly as any other submission for the SoFiE conference. However, if they do not make the main program, they are automatically considered for the pre-conference.
Finally, if indicated at the time of submission, it is also possible to submit a paper exclusively for consideration for the pre-conference.
The pre-conference will last one full day and will feature only early career scholars, apart from the invited address by Maryam Farboodi from MIT. We aim to have a seasoned scholar to discuss each individual paper in the pre-conference to enhance informal information exchange and constructive feedback.
Submission Procedure: EasyChair
If you have never used EasyChair before, please create a new user account to submit your contribution.
- After logging on, click on "New Submission" on the top left menu bar to submit a paper.
- Please indicate to which event you would like to submit your paper in the “Keywords” section of the submission form:
- “Main Only” if you are submitting a paper exclusively for consideration in the main program;
- “Main/Pre” if you wish to submit your paper for both the main program and the pre-conference; or
- “Pre Only” if you prefer the program committee to consider your submission only for the pre-conference. Any relevant keywords for your paper should appear after in separate lines.
Please name your pdf file with author last names and the full title of your paper.
PROGRAM COMMITTEE
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Caio Almeida, Princeton University |
Sebastien Laurent, Aix-Marseille Université |
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Heather Andersen, Monash University |
Suzanne Lee, Georgia Tech Scheller College of Business |
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Federico Bandi, Johns Hopkins University |
Jia Li, Singapore Management University |
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Luca Benzoni, Federal Reserve Bank of Chicago |
Yuan Liao, Rutgers University |
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Tim Bollerslev, Duke University |
Oliver Linton, University of Cambridge |
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Oleg Bondarenko, University of Illinois at Chicago |
Robin L. Lumsdaine, American University |
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Christian Brownlees, Universitat Pompeu Fabra |
Loriano Mancini, University of Lugano |
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Svetlana Bryzgolova, London Business School |
Nour Meddahi, Toulouse School of Economics |
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Marine Carrasco, University of Montreal |
Marcelo Medeiros, PUC-Rio |
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Yoosoon Chang, Indiana University |
Per Mykland, University of Chicago |
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Xiaohong Chen, Yale University |
Donghwan Oh, Federal Reserve Board |
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Carsten Chong, HKUST |
Andrew Patton, Duke University |
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Kim Christensen, Aarhus University |
Markus Pelger, Stanford University |
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Timothy Christensen, University College London |
Benoit Perron, Universite de Montreal |
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Riccardo Colacito, University of North Carolina, Chapel Hill |
Alberto Plazzi, Università della Svizzera italiana |
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Valentina Corradi, University of Surrey |
Seth Pruitt, Arizona State University |
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Drew Creal, University of Notre Dame |
Rogier Quaedvlieg, European Central Bank |
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Veronika Czellar, EDHEC Business School |
Eric Renault, University of Warwick |
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Victor DeMiguel, London Business School |
Roberto Renò, ESSEC |
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Yi Ding, University of Macau |
Michael Rockinger, University of Lausanne |
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Walter Distaso, Imperial College London |
Jereon Rombouts, ESSEC |
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Dobrislav Dobrev, Federal Reserve Board |
Mathieu Rosenbaum, École Polytechnique |
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Jianqing Fan, Princeton University |
Olivier Scaillet, GFRI |
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Yanqin Fan, University of Washington |
Julia Schaumberg,Vrije Universiteit Amsterdam |
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Marcelo Fernandes, Sao Paulo School of Economics |
Paul Schneider, U. of Lugano & Swiss Finance Institute |
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Patrick Gagliardini, Università della Svizzera italiana |
Shuping Shi, Macquarie University |
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René Garcia, University of Montreal |
Zhentao Shi, Chinese University of Hong Kong |
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Eric Ghysels, University of North Carolina - Chapel Hill |
Stephen Thiele, Queensland University of Technology |
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Silvia Goncalves, McGill University |
Allan Timmermann, University of California, San Diego |
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Nikolay Gospodinov, Federal Reserve Bank of Atlanta |
Viktor Todorov, Northwestern University |
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Massimo Guidolin, Universita' Bocconi |
Fabio Trojani, University of Geneva |
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Peter Hansen, University of North Carolina |
Rossen Valkanov, University of California, San Diego |
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Joel Hasbrouck, NYU Stern School of Business |
Rasmus Varneskov, Copenhagen Business School |
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Nikolaus Hautsch, University of Vienna |
Andrea Vedolin, Boston University |
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Yongmiao Hong, University of Chinese Academy of Sciences |
Bas J.M. Werker, Tilburg University |
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Ravi Jagannathan, Northwestern University |
Michael Wolf, University of Zurich |
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Christopher S. Jones, University of Southern California |
Dacheng Xiu, University of Chicago |
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Christian Julliard, London School of Economics |
Paolo Zaffaroni, Imperial College London |
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Ilze Kalnina, North Carolina State University |
Jean-Michel Zakoian, CREST |
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Raymond Kan, University of Toronto, Rotman |
Lan Zhang, University of Illinois at Chicago |
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Bryan Kelly,Yale University |
Zhengjun Zhang, UW-Madison |
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Frank Kleibergen, University of Amsterdam |
Xinghua Zheng, HKUST |
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Siem Jan Koopman, Vrije Universiteit Amsterdam |
Goufu Zhou, Washington University, St. Louis |