apfrs 2009 cALL FOR pAPERS

Call for Papers and Participants

19th Annual Asia-Pacific Futures Research Symposium
Taipei, Taiwan - March 2 and 3, 2009

Purpose and History:

The APFRS provides a platform for researchers and practitioners to share and discuss the latest research and issues in derivatives and risk management. The annual symposium fosters interaction among practitioners and academics and promotes research that advances the state of knowledge in financial engineering. As reflected in the selection of papers, the symposium adopts a global perspective.

The symposium is one of the longest running derivatives research programs in the world, having begun in 1948 when the Chicago Board of Trade hosted its first marketing symposium. That event marked the formal beginning of the CBOT's commitment to support research in derivative markets.

Research Topics of Interest:

• Risk measurement and management in futures and clearing
• Sources and determinants of liquidity
• Market Making programs and volume development issues
• Regulatory issues regarding stock lending and borrowing
• VAR and other risk issues
• Credit derivatives
• Market microstructure

Submission of Papers:

• Deadline for Submission of Completed Papers: December 15, 2008
• Announcement of Accepted Papers: January 15, 2009
• Submit your paper, written in English only, in MS Word format or as a PDF file, electronically via e-mail to a apfrs@kent.edu, with the subject line "Submission." Place author information on a separate page.

Symposium Details:

• The symposium features a one and a half day program focusing on research of derivative securities and markets.
• There is no registration fee for the symposium and attendance is by invitation only.
• Individuals who wish to participate or attend should send a request to apfrs@kent.edu with the subject line “Invitation.”
• Papers accepted for presentation at the symposium will also be considered for inclusion in a special issue of the Journal of Futures Markets or the Review of Futures Markets.
• Presenters (one for each selected paper) and discussants will be provided two nights of accommodation at the conference hotel (to be announced). Other attendees are responsible for their own hotel costs.

Organizers:

National Chung Hsing University
National Taiwan University
Financial Engineering Association of Taiwan
Chicago Board of Trade-Educational Research Foundation
Kent State University
Journal of Futures Markets
Review of Futures Markets

For more information about the Symposium:

Visit the website: http://business.kent.edu/erf

Or contact Rebecca Evans at evansr@kent.edu or apfrs@kent.edu.

Kent State University
College of Business Administration
Kent, Ohio
44242 USA
Call for Papers and Participants: 2009 Asia-Pacific Futures Research Symposium