Expectations and Expectation Formation in Financial Markets

The Centre for European Economic Research (ZEW) is pleased to announce its 12th Summer Workshop for Young Economists. The general topic of this workshop is "Expectations and Expectation Formation in Financial Markets". The workshop provides a forum for discussions between young talented researchers and distinguished experts in their field of research. Theprogramme will consist of lectures by experienced researchers and presentations by young scholars. The workshop is funded by the Stiftung Geld und Währung. We invite submissions of theoretical and empirical papers.

Participants

The workshop is targeted at PhD students and post-doctorates within three years after completion of their thesis.

Papers could, for example, address topics such as

• The Role of Expectations in the Current Financial Market Crisis
• Learning Behaviour of Financial Market Agents
• Herding in Financial Markets
• Optimal Expectations
• Sources and Consequences of Heterogeneous Expectations
• Heterogeneous Expectations and Forecast Uncertainty
• Econometrics of Survey Data (on Expectations)
• Expectation-based Forecasting and Performance Evaluation

Lecturers

• Christian Gollier, University of Toulouse I, France
• Kajal Lahiri, University at Albany, State University of New York, USA
• Peter Sørensen, University of Copenhagen, Denmark

Call for Papers, (PDF file, 65KB)

Program, (PDF file, 58KB)

The lectures and presentations of the summer workshop are from June 15th to 17th. The participants arrive on June 14th and depart on June 18th.