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Derivatives and Volatility

Start date

November 17, 2017


Shanghai, China [Map it]


The investigation of dynamics of market volatilities is one of the key areas of financial research. As more and more derivatives are introduced into financial markets in both developed and emerging capital markets, understanding the impact of derivatives trading on market volatility is of great importance.

Papers on all topic related to “Derivatives and Volatility” are welcome, including asset pricing, corporate finance, market microstructure, behavioral finance, capital markets, macro-financial linkages, and international finance. While the focus is on all markets, submissions are especially encouraged that focus on emerging capital markets, China in particular.


Volatility Institute at NYU Shanghai


Robert Engle
2003 Nobel Laureate in Economics
Professor of Finance at NYU Stern School of Business

Jiang Wang
Mizuho Financial Group Professor
at MIT (Massachusetts Institute of Technology)

Submission Deadline: August 31, 2017, 11:59 p.m.

Expected Notification of Acceptance: September 24, 2017