All relevant theoretical, methodological, and empirical contributions are welcomed. The conference will be a hybrid event with both in-person and online paper presentation options.

Conference Topics: Both theoretical and empirical papers are encouraged in areas that include, but are not limited to: Asset pricing; Banking; Financial econometrics; Capital markets; Financial intermediation; Corporate finance; Financial crises; Corporate governance; Market microstructure; Financial regulation; International corporate finance; Risk management; Emerging market; Corporate investment decision; Global risk markets; Macro-financial linkages; Financial policy securitization; Behavioural finance; Financial integration; Mathematical & computational finance; Stochastic optimization approaches in finance; Mergers & acquisitions; Modelling, money and liquidity; Sustainable finance; Climate change risk. Central Bank measures and liquidity “bazooka-effect” during COVID-19 pandemic; Liquidity risk and market liquidity in equity and debt markets, exchange-traded and OTC securities and derivatives; Information about coronavirus pandemic and asset prices determination: the impact of financial information on assets price; High-frequency data analysis and anomaly detection in stocks, oil, commodities, repos and potential; The impact of government policies implemented before or during the crisis on financial markets and institutions; Procyclical feedback of central counterparty margin requirements, regulatory capital requirements and bank risk-management practices; Borrower runs on bank lines of credit; Asset management performance during the pandemic: leveraged ETFs and crowded trades; Lending and performance of financial institutions during the crisis.