Call for Papers for 2014 OptionMetrics Research Conference (ORC2014)
The 2014 OptionMetrics Research Conference (ORC2014) 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, the OptionMetrics IvyDB data is invited to attend.
» Date: October 20, 2014
» Location: New York, NY
We welcome original research papers and case studies that incorporate the IvyDB US, IvyDB Europe, 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.
Interested participants may submit an abstract of approximately 100-300 words via email to firstname.lastname@example.org. The deadline for submitting abstracts is July 14, 2014. 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 15, 2014. All accepted papers will be included in a conference proceedings book which will be provided to each conference participant and will be published online.
» July 14, 2014: Deadline for submission of abstracts
» August 14, 2014: Notification of acceptances
» September 15, 2014: Deadline for submission of all final papers
All comments and suggestions are welcome. Please send your ideas to email@example.com.
We look forward to seeing you there!