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OptionMetrics Research Conference (ORC2015): Call for Papers – Deadline August 12, 2015

OptionMetrics Research Conference (ORC2015): Call for Papers – Deadline August 12, 2015

Call for Papers for 2015 OptionMetrics Research Conference (ORC2015)

The 2015 OptionMetrics Research Conference (ORC2015) will bring together OptionMetrics users and researchers from both academia and industry. The goal of the conference is to share ideas and increase overall understanding of the options markets. Anyone who currently uses, or has an interest in using, any of OptionMetrics’ IvyDB data products is invited to attend and to submit papers to present at the conference.

» Date: October 19, 2015
» Location: Intrepid Sea, Air & Space Museum Complex, New York, NY

Topics

We welcome original research papers and case studies that incorporate the IvyDB US, IvyDB Europe, IvyDB Canada, or IvyDB Global Indices products. The major areas of interest include, but are not limited to, the following topics:

» Empirical option pricing
» Relationship of option prices to equity prices
» Option investment strategy
» Characteristics and dynamics of volatility
» Econometric methods specific to option markets
» Option market microstructure

Accepted papers will be presented by their authors at sessions during the conference.

Submission

Interested participants may submit an abstract of approximately 100-300 words via email to orc2015@optionmetrics.com. The deadline for submitting abstracts is August 12, 2015. Please include your name and affiliation, email address, and the working title of your paper. Authors of selected papers will be asked to submit a full version of their paper by September 30, 2015. All accepted papers will be included in a conference proceedings book which will be provided to each conference participant and will be published online.

Important Dates

» August 12, 2015: Deadline for submission of abstracts
» September 2, 2015: Notification of acceptances
» September 30, 2015: Deadline for submission of all final papers

All comments and suggestions are welcome. Please send your ideas to orc2015@optionmetrics.com.

We look forward to seeing you there!