Submission Guidelines
Papers may be submitted via the SSRN system only. Papers submitted via fax or e-mail will not be accepted.
All papers must be submitted and presented in English.
Papers must contain original material.
Authors must prepare two versions of the paper in PDF format: one regular copy where the authors are listed and one blind copy without listing the authors.
The first page of each of the two versions must contain the following information:
- Title of paper
- Names and affiliations of all authors (to be removed from the blind copy)
- Short abstract
- JEL classifications (Click here for JEL classification list)
- A maximum of five Keywords
A charge of €50 must be paid for each paper submitted. You will be required to pay this online by credit card (Visa or MasterCard) before you can finalize your submission.
By submitting a paper, the authors permit the European Finance Association to post the paper on the conference website.
During the submission, authors must select one topic under which their paper will be reviewed:
- Asset Pricing: Theoretical
This topic includes (i) Multi factor Models of Risk, (ii) Fixed Income, (iii) Derivatives, (iv) Credit, (v) Risk Management, (vi) Liquidity, Frictions, and Limits to Arbitrage, (vii) Learning, Information Processing and Transmission, (viii) Portfolio Choice/Management and Asset Allocation, (ix) Asset Returns in Macroeconomic Models, (x) Financial Accounting and Analysts, (xi) Real Estate, and (xii) Alternative Asset Classes. - Asset Pricing: Empirical
This topic includes (i) Tests of Asset Pricing Models, (ii) Tests of Market Efficiency (including event studies), (iii) Equity Prices and Returns, (iv) Bond Prices and Returns, (v) Derivatives, (vi) Mutual Funds, (vii) Hedge Funds, (viii) Credit, (ix) Risk Management, (x) Liquidity, Frictions, and Limits to Arbitrage, (xi) Learning, Information Processing and Transmission, (xii) Portfolio Choice/Management and Asset Allocation, (xiii) Asset Returns in Macroeconomic Models, (x) Financial Accounting and Analysts, (xiv) Real Estate, and (xv) Alternative Asset Classes. - Corporate Finance: Theoretical
This topic includes (i) Corporate Governance, (ii) Mergers and Acquisition, (iii) Capital Structure, (iv) IPOs/SEOs, (v) Dividend and Payout Policy, (vi) Investment Policy, (vii) Hedging Policy, (viii) Capital Budgeting and the Cost of Capital, (ix) Managerial Compensation, (x) Bankruptcy and Distress, (xi) Corporate Disclosure and Accounting, (xii) Legal Aspects, and (xiii) Product Markets. - Corporate Finance: Empirical
This topic includes (i) Corporate Governance, (ii) Mergers and Acquisition, (iii) Capital Structure, (iv) IPOs/SEOs, (v) Dividend and Payout Policy, (vi) Investment Policy, (vii) Hedging Policy, (viii) Capital Budgeting and the Cost of Capital, (ix) Managerial Compensation, (x) Bankruptcy and Distress, (xi) Corporate Disclosure and Accounting, (xii) Legal Aspects, and (xiii) Product Markets. - Financial Intermediation and Institutions: Theoretical
This topic includes (i) Banking, (ii) Investment Banking, (iii) Entrepreneurship, Venture Capital and Private Equity, (iv) Security and Market Mechanism Design, and (v) Government and Regulatory Issues. - Financial Intermediation and Institutions: Empirical
This topic includes (i) Banking, (ii) Investment Banking, (iii) Entrepreneurship, Venture Capital and Private Equity, (iv) Security and Market Mechanism Design, and (v) Government and Regulatory Issues. - Market Microstructure
This topic includes (i) Theoretical and (ii) Empirical. - Behavioral Finance
This topic includes (i) Asset Pricing (Theoretical and Empirical), (ii) Corporate (Theoretical and Empirical), (iii) Experimental and Neuro Finance, (iv) Clinical Studies, and (v) History of Finance. - International Finance: Theoretical
This topic includes (i) Exchange Rates, (ii) Asset Pricing, (iii) Corporate, and (iv) Emerging Markets. - International Finance: Empirical
This topic includes (i) Exchange Rates, (ii) Asset Pricing, (iii) Corporate, and (iv) Emerging Markets. - Financial Econometrics
This topic includes (i) Time-Series Techniques, (ii) Volatility Models, (iii) Stock, Bond, and Currency Dynamics, (iv) Model Testing, (v) Cross-Sectional Techniques, (vi) Panel Data Techniques, and (vii) Model Testing Techniques.
If you wish to submit to one of the special sessions of the meeting, please select one of the following:
- Private Equity and Funds of Private Equity
If you want your paper considered for the special session (and thereby also the Sympoisium) in Private Equity and Funds of Private Equity, please check this category. - Liquidity and Financial Crises
If you want your paper considered for the special session in Liquidity and Financial Crises, please check this category. - Financial Architecture
If you want your paper considered for the special session in Financial Architecture, please check this category. - The Role of Sovereign Wealth Funds
If you want your paper considered for the special session in The Role of Sovereign Wealth Funds, please check this category. - Energy Markets, Securities, and Prices
If you want your paper considered for the special session in Energy Markets, Securities, and Prices, please check this category.
Should you wish to make corrections to a paper already submitted or if you wish to submit more papers later, this is possible until the deadline of February 15, 2009.
Papers will be subject to blind reviewing by 2–3 expert referees. All submitted papers (to special sessions as well as regular sessions) will pass the same review process.
Acceptance decisions are expected mid-May. Authors will be notified by E-mail.
The presenting author must register and attend the meeting.
Each attendee at the meeting can (at most) present one paper.
The actual paper submission process will be handled by SSRN. A link to more detailed submission guidelines can be found below. If you need assistance at any point during the submission process, please email SSRN at usersupport-at-ssrn.com or call SSRNHelp +1-877-777-6435, or +1 585-442-8170.
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Click here for more detailed submission guidelines SubmissionGuidelines.pdf