2014

Conference on High Frequency Data and Derivative Markets

8-9 August 2014, Auckland, New Zealand

The Auckland Centre for Financial Research at the Faculty of Business and Law, Auckland University of Technology will be hosting a two-day conference that focuses on high-frequency data and derivative markets.

We invite academics and professionals to submit papers that use high frequency data to model/explain features of derivative markets.

SPECIAL ISSUE
The Journal of Futures Markets has dedicated a special issue to selected papers presented at the conference.

KEYNOTE SPEAKER:
Prof. Robert I. Webb, University of Virginia, US

BEST PAPER AWARDS:
Best Paper Award USD 2,500
Runner Up Award USD 1,000

PAPER SUBMISSION:
Deadline for paper submission: 15 May 2014
Papers can be submitted by email to bfrijns@aut.ac.nz

Authors will be informed of the outcome of their submission by June 15 2014.

REGISTRATION:
Deadline for registration is 1 July 2014 ($350 Registration Fee)
Please email tskolmen@aut.ac.nz if you are interested in registering for this event.

MEETING ORGANIZERS:
Bart Frijns
Professor of Finance, AUT University
Director of the ACFR

Alireza Tourani-Rad
Professor of Finance, AUT University

Robert I. Webb
Professor of Finance, University of Virginia, US