The Centre for European Economic Research (ZEW) is pleased to announce a conference on "The Role of Expectations in Financial Markets". The conference aims to provide a platform for an international, interdisciplinary dialogue on expectation formation in financial markets and the economic impact of expectations. We invite interdisciplinary contributions from the fields of economics, finance, cognitive sciences etc. Preference will be given to empirical papers applying survey data, experimental data, transaction data, market-based expectations data as well as any further data applied in novel approximations of expectations.
Potential topics include, but are not limited to:
- Expectation formation, especially
Uncertainty and risk perception, heterogeneity of opinions
Cognitive biases in forecasting and decision making
- Impact of expectations on financial markets
Impact of expectations on economic activity
Impact of sentiments and disagreement on market return and volatility
- Information in survey/analysts' expectations data
- Roy Batchelor (Cass Business School)
- Kajal Lahiri (University at Albany, SUNY)
- Martin Weber (University of Mannheim)
Richard Deaves (DeGroote School of Business, McMaster University) ·Markus Glaser (Ludwig Maximilian University Munich) ·Lukas Menkhoff (Leibniz University Hannover) ·Winfried Pohlmeier (University of Konstanz) ·Michael Schröder (ZEW, Frankfurt School of Finance and Management) ·Andreas Schrimpf (Bank for International Settlements Basel, CREATES) ·Qingwei Wang (Bangor Business School)
Full papers including an abstract of up to 200 words should be submitted to email@example.com no later than February 29, 2012.
Participants may apply to the ZEW for financial assistance for travel and accommodation.