Conference Announcement and Call for Papers for the first International Workshop on "Market Microstructure and Nonlinear Dynamics" (MMND) that will be take place at the University of Evry (France) on June 13-14, 2013.
This Workshop is co-organized by the University of Evry, the University of Aix en Provence Marseille and the University of Rennes 1.
Organizers:
Gilles DUFRENOT (Aix-Marseille School of Economics, France), Fredj JAWADI
(University of Evry Val d'Essonne, France) and Wael LOUHICHI (University of Rennes 1, France).
Keynote Speakers:
Thierry FOUCAULT, HEC Paris, France. Bruce LEHMANN, University of California, San Diego, USA. Bruce MIZRACH, Rutgers University, USA
Scientific Committee
W. Barnett, University of Kansas & New York Center for Financial Stability, USA.
G. Dufrénot, Aix -Marseille School of Economics, France.
A. Péguin-Feissolle, Aix -Marseille School of Economics, France.
Th. Foucault, HEC Paris, France.
Ph. Franses, Erasmus University, Netherlands.
J. F. Gajewski, University of Savoie, France.
C. Gresse, University of Paris-Dauphine, France.
K. Hadri, Queens University Belfast, UK.
F. Jawadi, University of Evry, France.
B. Lehmann, University of California, San Diego, USA.
J. L. Lebideau, University of Evry, France.
L. Lescourret, ESSEC Business School, France.
W. Louhichi, University of Rennes 1, France.
E. Maasoumi, Emory University, USA.
V. Mignon, University of Paris West Nanterre La Défense, France.
B. Mizrach, Rutgers University, USA.
E. Paget-Blanc, University of Evry, France.
Ch. Parlour, University of California, USA.
D. Peel, Lancaster University, UK.
S. Pouget, University of Toulouse, France.
G. Prat, University of Paris West Nanterre La Défense & CNRS, France.
S. Reitz, University of Kiel, Germany.
I. Rosu, HEC Paris, France.
Ph. Rothman, East Carolina University, USA.
L. Sarno, City University London, UK.
O. Scaillet, HEC of Geneva, Switzerland.
G. Talmain, University of Glasgow, UK.
T. Teräsvirta, Aarhus University, Denmark.
E. Theissen, University of Mannheim, Germany.
R. Tsay, University of Chicago, USA.
Special issues:
The best papers will be considered for publication in three special issues:
- Journal of Financial Markets.
- Bankers, Markets and Investors.
- Book volume with Springer.
The program will cover several topics dealing with the Market Microstructure and Nonlinear Econometrics. For more details, please see the call for papers in the
.