Tracks and topics

Authors wishing to submit to the EFA 2015 can select among the following tracks. Each track is divided into different topics. Please note that authors are allowed to select only one track, but multiple topics within the track.
 

Asset Pricing: Empirical

  • Asset returns in macroeconomic models
  • Bond prices and returns
  • Credit
  • Equity prices and returns
  • Liquidity, frictions, and limits to arbitrage
  • Portfolio choice and asset allocation
  • Risk management
  • Tests of asset pricing models
  • Tests of market efficiency (including event studies)
  • Other


Asset Pricing: Theoretical

  • Asset returns in macroeconomic models
  • Credit
  • Fixed income
  • Liquidity, frictions and limits to arbitrage
  • Multifactor models of risk
  • Portfolio choice and asset allocation
  • Risk management
  • Other

 
Banking, Central Banking and Regulation

  • Banking
  • Financial history
  • Fiscal policy and financial instability
  • Government and regulatory issues
  • Macro-prudential oversight
  • Micro-level supervision and regulation
  • Non-standard central bank interventions
  • Systemic risk
  • Other


Behavioral Finance: Empirical

  • Asset pricing
  • Corporate finance
  • Experimental and neuro finance
  • Financial intermediation
  • Individual traders/trading strategies
  • Other


Behavioral Finance: Theoretical

  • Asset pricing
  • Corporate finance
  • Financial intermediation
  • Individual traders/trading strategies
  • Other

 

Corporate Finance: Empirical

  • Bankruptcy and restructuring
  • Capital structure and payout policy
  • Clinical studies
  • Contracting mechanisms
  • Corporate disclosure and accounting
  • Government, law and regulation
  • Investment policy, capital budgeting and the cost of capital
  • IPOs/SEOs
  • Mergers and acquisitions
  • Other

 

Corporate Finance: Theoretical

  • Bankruptcy and restructuring
  • Capital structure and payout policy
  • Contract theory
  • Corporate disclosure and accounting
  • Corporate governance theory
  • Government, law and regulation
  • Investment policy, capital budgeting and the cost of capital
  • IPO/SEOs
  • Mergers & acquisitions
  • Security design
  • Other

 

Corporate Governance

  • Board composition and structure
  • General
  • Managerial compensation
  • Other


Financial Econometrics

  • Model testing
  • Panel data
  • Time series analysis
  • Volatility models
  • Other


Financial Intermediation: Empirical

  • Analysts
  • Commercial banking
  • Endowment asset management and sovereign wealth funds
  • Hedge funds, mutual funds, brokerages
  • Investment banking
  • Venture capital and private equity
  • Other

 

Financial Intermediation: Theoretical

  • Analysts
  • Commercial banking
  • Hedge funds, mutual funds, brokerages
  • Investment banking
  • Venture capital and private equity
  • Other

 
Forwards, Futures and Derivatives

  • Complex options
  • Forwards and futures pricing
  • Options
  • Security pricing in continuous time
  • Other


Household Finance

  • Household finance


International Finance

  • Emerging markets
  • Exchange rates
  • International asset pricing
  • International corporate finance
  • Stock, bond, and currency dynamics
  • Other

 

Market Microstructure

  • Market microstructure: empirical
  • Market microstructure: theoretical

 

Real Estate Finance

  • Real Estate


Other
 

Special sessions

  • Bank for International Settlements
  • European Central Bank