DESCRIPTION

The Financial Markets Research Group at the University of Bristol  (FMRG Bristol) is pleased to announce the 4th Annual Bristol Financial Markets Conference (BFMC). The conference will feature a keynote presentation from Dacheng Xiu (University of Chicago) and a panel discussion including industry experts from asset management. 

The provisional list of presentations and titles is:

• Cesare Robotti (Warwick Business School): The Low Frequency Trading Arms Race: Machines Versus Delays

• Mathis Moerke (University of St. Gallen):  Machine Forecast Disagreement

• Mattia Bevilaqua (University of Liverpool Management School): Uncovering the Asymmetric Information Content of High-Frequency Options

• Miao Liu (Boston College):  Hedging Climate Change Risk: A Real-time Market Attention Approach

• Helene Mathurin (ESSEC Business School): A Greenwashing Index

• Frank de Jong (Tilburg University):  What triggers Flights to Safety?

A preliminary programme can be found here.

SCIENTIFIC COMMITTEE

Vikas Agarwal  (Georgia State University)

Zhi Da  (University of Notre Dame)

Amit Goyal  (University of Lausanne)

Massimo Guidolin  (Bocconi University)

Alberto Manconi  (Bocconi University)

Christopher Polk  (London School of Economics)

Grigory Vilkov  (Frankfurt School of Finance and Management)

REGISTRATION

The registration fee is 100£ and it includes two lunches and a dinner (on July 1).

Please register using the University shop.

Please direct any queries to business-school-conferences@bristol.ac.uk. 

The registration closes on June 16, 2024. 

ORGANIZING COMMITTEE

(University of Bristol Business School)

Miklos Farkas

Ruonan Fu

Manuela Pedio

Ian Tonks

Information about FMRG Bristol is available here.