OptionMetrics is excited to once again solicit papers for our 7th Annual Research Conference (ORC2018), to be held on Monday, October 15th, 2018 in New York City.
ORC2018 will bring together OptionMetrics users and researchers from both academia and industry to present and discuss their research. Anyone who currently uses or has an interest in using OptionMetrics’ IvyDB data products is invited to attend and submit papers for presentation at the conference.
The deadline for all abstract submissions is Friday, August 24th, 2018 We welcome original research papers and case studies that incorporate OptionMetrics data. 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 during conference sessions.
Interested participants may submit an abstract of approximately 100-300 words via email to: ORC2018@optionmetrics.com.
Please be sure to include your name, 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 October 1st, 2018.
Important Dates August 24th, 2018: Deadline for submission of abstracts
September 10th, 2018: Notification of acceptances
October 1st, 2018: Deadline for submission of all final papers selected
All comments and suggestions are welcome. Please send your ideas to ORC2018@optionmetrics.com.
We look forward to seeing you there!