STOCK MARKETS CONFERENCE 
Analysis and Prediction

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April, 01 & 02, 2004
 
Comité Scientifique
Sandrine LARDIC, Modem, Université Paris X    CV
Valérie MIGNON, Thema, Université Paris X       CV 
   
Enrique ALBEROLA Banco de España
Sanvi AVOUYI-DOVI Banque de France
Oscar BAJO-RUBIO Univ. Castilla-La Mancha
Christopher BAUM Boston College
Meriam BOUSSEMA Caisse d’Epargne
Catherine BRUNEAU   THEMA, Univ. Paris X
Christophe CHAMLEY Boston Univ. et Delta
Yin-Wong CHEUNG
Univ. of California
Richard DALAUD Société Générale
Zsolt DARVAS Banque Centrale Hongrie
Gilles DUFRENOT Greqam Erudite, UP XII
Christian DUNIS Cibef, Liverpool BSchool
Jeanne FOLLET AXA-IM
Pierre GIOT U. Namur et Core
Paul de GRAUWE Univ. of Leuven
Maria-Laura HARTPENCE Sinopia, HSBC Group
Pavlos KARADELOGLOU B. C. Européenne
Catherine KYRTSOU U. Macedonia
Eva LILJEBLOM Swedish Sch of Ec & BA CV
Bertrand MAILLET Team, UP I, ESCP- EAP
Auguste MPACKO PRISO CNCE, Paris
Nikolaos PANIGIRTZOGLOU Banque d'Angleterre
Anne PEGUIN-FEISSOLLE Greqam
Georges PRAT Modem, UPX
Hélène RAYMOND Cadre, Univ. Lille II
Marie-Chantale RIVIERE CDC IXIS
Henri SERBAT AEA, Paris
Simon SOSVILLA-RIVERO Fedea, Madrid
François SOUPE Société Générale
Julien TAMINE Société Générale
Timo TERÄSVIRTA Stockholm School Eco.
 

The increasing integration of financial markets together with the introduction of new technologies of communication have modified the relations between the dealers.

If one adds to these phenomena the long crisis period affecting hardly stabilized stock markets, one holds, without doubt, explanatory elements for the reappraisal of the evaluation models used hitherto. This reappraisal led to a renewal of research around traditional topics: efficient capital market theory, forecasts of stock prices, modeling of stock risk premia, … Beside this search for new determinants of stock prices, was added a more demanding quantitative analysis with the use of sophisticated econometric tools (nonlinear modelings, …).


The aim of this AEA Conference is to present recent developments in the Econometrics of stock markets.

 

Working Language
French and English



 

TOPICS (LAST DEADELINE january 2004, 15th)

Fields :
The conference topics include :

Recent developments about stock market models,

Modeling risk premia,

Marketing and Economic Studies, ...

Event studies and semi-strong form of the efficient market hypothesis,

Stock market predictions,

Analysts’ earnings and stock prices forecasts,

Stock markets and high frequency data

 

 


 

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