Call for Papers: OptionMetrics Research Conference 2015

Top Quote Recent events in Greece and China and vast fluctuations in the financial markets have left many uncertain, asking what the future will hold. In response, investors are increasingly looking to options as forward-looking instruments for guidance. End Quote
  • New York, NY (1888PressRelease) August 12, 2015 - On October 19, 2015, the 4th Annual OptionMetrics Research Conference (ORC2015) in New York City will draw together academics and industry experts to provide insight and introduce groundbreaking ideas and research in the expanding field of options.

    As the host and leading source for quality historical option price data, OptionMetrics is announcing a call for original research papers and case studies that incorporate industry standard IvyDB US, IvyDB Europe, IvyDB Canada, or IvyDB Global Indices data.

    "We look forward to bringing together academics and financial professionals from around the globe for the latest insights on market volatility, options and investment strategy, and more at ORC2015. Presenters from previous conferences have shed light on evidence of insider trading and spinoffs in the options market, risk premium and the VIX term structure, using option implied volatilities to predict future stock correlation, and we anticipate additional inspiring insights again this year," said David Hait, President of OptionMetrics.

    Major areas of interest include, but are not limited to:
    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

    Those interested in speaking may submit an abstract of approximately 100-300 words via email to orc2015 ( @ ) optionmetrics dot com before August 12th, 2015. Accepted papers will be presented by their authors at the conference. Full details can be found at http://www.optionmetrics.com/cfp2015.html

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