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Tracks and Topics

Authors submitting a paper to the EFA 2018 can select one track and multiple topics. For information on how to submit a paper, please visit our guidelines page.

Tracks Overview

 

Asset Pricing - Empirical (APE)

  • APE-01 - Equities: Prices and returns
  • APE-02 - Stock return anomalies
  • APE-03 - Return predictability
  • APE-04 - Factor models
  • APE-05 - Tests of asset pricing models
  • APE-06 - Market efficiency
  • APE-07 - Portfolio choice, investments, asset allocation
  • APE-08 - Monetary and macroeconomic effects
  • APE-09 - Institutional effects
  • APE-10 - Financial crisis
  • APE-11 - Government policy and regulation
  • APE-12 - Leverage effects
  • APE-13 - Liquidity, frictions, limits to arbitrage
  • APE-14 - Learning, information processing and transmission
  • APE-15 - Volatility, risk management
  • APE-16 - Fixed income securities: prices and returns
  • APE-17 - Commodities: prices and returns
  • APE-18 - Derivatives and continuous-time models
  • APE-19 - Alternative asset classes

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Asset Pricing - Theory (APT)

  • APT-01 - General
  • APT-02 - Equities
  • APT-03 - Market efficiency
  • APT-04 - Portfolio choice, investments, asset allocation
  • APT-05 - Asset returns in macroeconomic models
  • APT-06 - Government policy and regulation
  • APT-07 - Monetary and macroeconomic effects
  • APT-08 - Leverage effects
  • APT-09 - Liquidity, frictions, limits to arbitrage
  • APT-10 - Learning, information processing and transmission
  • APT-11 - Volatility, risk management
  • APT-12 - Fixed income securities: prices and returns
  • APT-13 - Commodities
  • APT-14 - Derivatives, continuous-time models, and mathematical finance
  • APT-15 - Alternative asset classes

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Behavioral Finance and Household Finance (BH)

  • BH-01 - Empirical
  • BH-02 - Theoretical
  • BH-03 - Asset pricing
  • BH-04 - Corporate finance
  • BH-05 - Financial intermediation
  • BH-06 - Experimental and neuro finance
  • BH-07 - Individual traders/trading strategies
  • BH-08 - Households
  • BH-09 - Underlying principles

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Corporate Finance and Governance - Empirical (CFGE)

  • CFGE-01 - Capital structure, financing policy
  • CFGE-02 - Security design
  • CFGE-03 - Payout policy
  • CFGE-04 - Testing theoretical models
  • CFGE-05 - Event studies
  • CFGE-06 - Product markets
  • CFGE-07 - Effects of regulation and monetary policy
  • CFGE-08 - Financial risk and risk management
  • CFGE-09 - Investment policy, capital budgeting
  • CFGE-10 - Cost of capital, valuation
  • CFGE-11 - Financial constraints
  • CFGE-12 - Taxes
  • CFGE-13 - Patents and innovation
  • CFGE-14 - Security issues
  • CFGE-15 - Mergers, acquisitions, corporate control
  • CFGE-16 - Restructuring, organizational structure
  • CFGE-17 - Board composition and structure
  • CFGE-18 - Managerial compensation
  • CFGE-19 - Corporations and human capital
  • CFGE-20 - Risk management
  • CFGE-21 - Ownership structure
  • CFGE-22 - Investor activism
  • CFGE-23 - Financial distress, bankruptcy, liquidation
  • CFGE-24 - Contracting mechanisms
  • CFGE-25 - Corporate disclosure and accounting
  • CFGE-26 - Politics and regulation
  • CFGE-27 - Corporate Social Responsibility (CSR)
  • CFGE-28 - Corporate culture, gender and diversity
  • CFGE-29 - Entrepreneurship

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Corporate Finance and Governance - Theory (CFGT)

  • CFGT-01 - Mergers & acquisitions, restructuring, product markets
  • CFGT-02 - Capital structure, financing policy, security design
  • CFGT-03 - Ownership structure
  • CFGT-04 - Contract and game theoretical models
  • CFGT-05 - Dynamic models
  • CFGT-06 - Corporate disclosure, accounting, law, regulation
  • CFGT-07 - Financial risk and risk management
  • CFGT-08 - Investment policy, capital budgeting, cost of capital, valuation
  • CFGT-09 - Security issues
  • CFGT-10 - CEOs, boards, executive compensation
  • CFGT-11 - Governance theory-general

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Financial Econometrics (FE)

  • FE-01 - Model testing
  • FE-02 - Quasi-experimental research designs
  • FE-03 - Time series
  • FE-04 - Volatility and correlations
  • FE-05 - Other

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Financial Intermediation and Institutions - Empirical (FIIE)

  • FIIE-01 - Banks and depository institutions
  • FIIE-02 - Bank lending
  • FIIE-03 - Central banks
  • FIIE-04 - Ratings and rating agencies
  • FIIE-05 - Financial stability and systemic risk
  • FIIE-06 - Bank regulation and supervision
  • FIIE-07- Monetary and central bank effects
  • FIIE-08 - Government policy and regulation
  • FIIE-09 - Bank risk management
  • FIIE-10 - Collateral
  • FIIE-11 - Investment banking, venture capital, private equity, brokerage
  • FIIE-12 - Financial instruments
  • FIIE-13 - Analysts
  • FIIE-14 - Asset management, mutual funds
  • FIIE-15 - Hedge funds
  • FIIE-16 - Pension funds, endowment funds
  • FIIE-17 - Insurance
  • FIIE-18 - Financial history
  • FIIE-19 - Financial technology (FinTech)
  • FIIE-20 - Financial networks
  • FIIE-21 - Crowdfunding

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Financial Intermediation and Institutions - Theory (FIIT)

  • FIIT-01 - Contract and game theoretical models
  • FIIT-02 - Dynamic models
  • FIIT-03 - Banks and depository institutions
  • FIIT-04 - Central banks
  • FIIT-05 - Financial stability and systemic risk
  • FIIT-06 - Bank regulation and supervision
  • FIIT-07 - Money, credit, collateral
  • FIIT-08 - Investment banking, venture capital, private equity, brokerage, analysts
  • FIIT-09 -  Financial instruments
  • FIIT-10 - Market design
  • FIIT-11 - Funds and asset management
  • FIIT-12 - Intermediation and institutions vs markets
  • FIIT-13 - Financial technology (FinTech)
  • FIIT-14 - Financial networks
  • FIIT-15 - Other financial institutions / Crowdfunding

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Financial Markets General (FMG)

  • FMG-01 - Empirical
  • FMG-02 - Theoretical
  • FMG-03 - Equities
  • FMG-04 - Fixed income markets
  • FMG-05 - Commodities
  • FMG-06 - Interbank, money and repo markets
  • FMG-07 - Real estate markets
  • FMG-08 - Information
  • FMG-09 - Market efficiency
  • FMG-10 - Volume, returns
  • FMG-11 - Volatility and correlations
  • FMG-12 - Market linkages
  • FMG-13 - Financial crises
  • FMG-14 - Macroeconomic effects
  • FMG-15 - Institutional effects
  • FMG-16 - Microstructure general
  • FMG-17 - High-frequency trading
  • FMG-18 - Liquidity, frictions, limits to arbitrage
  • FMG-19 - Market structure and design issues
  • FMG-20 - Price formation and price discovery
  • FMG-21 - Information and disclosure
  • FMG-22 - Cryptocurrencies
  • FMG-23 - Artificial intelligence and machine learning

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International Finance (IF)

  • IF-01 - Emerging markets
  • IF-02 - Exchange rates
  • IF-03 - International asset pricing
  • IF-04 - International corporate finance
  • IF-05 - International institutions and intermediation
  • IF-06 - Stock, bond, and currency dynamics
  • IF-07 - International capital flows
  • IF-08 - International asset allocation
  • IF-09 - Other

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