Econometric Research in Finance Workshop 2020

SGH Warsaw School of Economics

September 18, 2020


(our instructions for participants how to use Teams)

BOOK of ABSTRACTS is available here


See also Workshop Overview , Paper Submission (the submissions are closed now but you can participate without a paper)

We would like to inform you that the 5th edition of our Econometric Research in Finance (ERFIN) workshop ( will be organized ONLINE.

All participants can register here.

It is our pleasure to invite you to the 5th edition of the Econometric Research in Finance (ERFIN) workshop (, hosted by SGH Warsaw School of Economics (Szkoła Główna Handlowa w Warszawie) in Warsaw, Poland, on Friday September 18, 2020. We are proud that the last year’s event proved a huge success, attracting many outstanding contributions from academics, policy-makers and practitioners and providing a forum for critical discussion and research networking amongst them.

The goal of the ERFIN workshops is to promote modern quantitative methods (especially econometric models) and their applications in the field of finance. The workshops aim to  showcase cutting edge research in the areas of financial markets, institutions, and instruments. They also provide an excellent avenue to obtain quality feedback, and it is an opportunity for networking among researchers, academics, and industry executives working in finance and allied areas. We invite high quality, original theoretical/applied empirical papers from faculty members, research scholars, and industry practitioners—both junior and senior researchers are encouraged to present their work. The schedule of this year’s edition of the workshop consists of regular competitive sessions as well as plenary sessions dealing with high-profile issues.

We also invite submissions to our academic journal, Econometric Research in Finance (ERFIN). This journal is published by the Collegium of Economic Analysis at the Warsaw School of Economics. This is an open-access journal with no submission or publication fees, and the journal’s web page is Each article published in ERFIN in 2020 will receive a grant of USD 100 as a financial award for the valuable contribution. We also plan to award the best paper published in ERFIN in 2020.

Due to the coronavirus outbreak, both in-person and online presentations will be accommodated at the workshop. However, the main option is an online presentation of accepted works.

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