How to Stay Updated on Call for Research Articles, Book Chapters, Workshops, and Seminars in Finance

 To stay updated on finance-related research opportunities, use these strategies and resources:

1️⃣ Subscribe to Research Websites & Databases

🔹 Call for Papers (CFP) Websites:

🔹 Journal Publisher Websites (for Special Issues & CFPs):

📌 Tip: Set up email alerts for CFPs in finance journals!

2️⃣ Join Finance & Academic Networks

🔹 Google Scholar Alerts – Set alerts for "Finance Call for Papers"
🔹 Academia.edu – Follow finance researchers & papers.
🔹 LinkedIn Groups:

  • Finance Research Network (FRN)
  • Financial Econometrics & Risk Management
  • Journal CFP & Conference Calls

📌 Tip: Many journals and research groups announce CFPs on LinkedIn & Twitter (X)!

3️⃣ Follow Professional Finance Associations

🔹 India-Specific:

  • Reserve Bank of India (RBI) – Research Conferences & Fellowships
  • Indian Finance Association (IFA) – Organizes finance research conferences.
  • National Institute of Securities Markets (NISM) – Finance & securities research events.
  • All India Management Association (AIMA) – Conferences on financial management.

🔹 International Associations:

  • CFA Institute – Finance & investment research.
  • Financial Management Association (FMA) – Global finance conferences.
  • American Finance Association (AFA) – Call for papers in financial economics.

4️⃣ Monitor University & Research Institute Websites

📌 Check leading universities in India that host finance research events:

  • IIMs (Indian Institutes of Management) – Finance conferences & workshops.
  • IITs (Finance & Economics Departments) – Call for papers in financial engineering.
  • NSE & BSE Research Initiatives – Market & investment-related research opportunities.

📌 Visit Incubation Centers & Finance Research Labs:

  • ISB (Indian School of Business) – Finance Research Hub
  • IFMR (Institute for Financial Management & Research)
  • IGIDR (Indira Gandhi Institute of Development Research)

5️⃣ Follow Finance Journals & Special Issues (For Book Chapters & Papers)

🔹 Top Finance Journals with Special Issue Announcements:

  • Journal of Banking & Finance (Elsevier)
  • Financial Analysts Journal (CFA Institute)
  • International Review of Financial Analysis (Elsevier)
  • Emerging Markets Review (Springer)
  • Indian Journal of Finance (Scopus Indexed)

📌 Tip: Most journals post special issue CFPs on their websites & newsletters!

6️⃣ Set Up Alerts & Newsletters

📌 Google Alerts → Use keywords like:

  • “Call for papers in finance 2024”
  • “Finance book chapter submission 2024”
  • “Investment and banking research seminar”

📌 Newsletter Subscriptions:

  • Elsevier & Springer Finance Research News
  • SSRN (Social Science Research Network) – Finance & Accounting Section
  • Indian Finance Journal Subscriptions (e.g., NSE Research Initiative, RBI Working Papers)

7️⃣ BONUS: Attend Webinars & Finance Research Conferences

🔹 Look for free or sponsored research workshops by:

  • RBI, SEBI, NSE, BSE, IIMs, IITs
  • Government finance research bodies (Ministry of Finance, NITI Aayog, etc.)

📌 Tip: Some events offer networking opportunities for collaborative research & book chapters!

Comments

Post a Comment

Popular posts from this blog

Two-Step System GMM (Generalized Method of Moments)

 The Two-Step System GMM is a dynamic panel data estimation technique designed to address: Endogeneity of explanatory variables Unobserved heterogeneity (fixed effects) Autocorrelation and heteroskedasticity It improves upon simpler estimators (like OLS or FE) and is particularly useful when the model includes lagged dependent variables . ⚙️ System GMM: The Basics Developed by Arellano & Bover (1995) and Blundell & Bond (1998) , System GMM combines: Difference GMM (Arellano & Bond, 1991): First-differences the model to remove fixed effects and uses lagged levels as instruments . Level GMM (Blundell & Bond) : Uses lagged differences as instruments for the level equation to improve efficiency. 🧮 The Dynamic Panel Model A typical dynamic panel data model is: y i t = α y i t − 1 + β X i t + μ i + ε i t y_{it} = \alpha y_{it-1} + \beta X_{it} + \mu_i + \varepsilon_{it} y i t ​ = α y i t − 1 ​ + β X i t ​ + μ i ​ + ε i t ​ Where: y...
Read more

Shodhganaga vs Shodhgangotri

  Shodhganga and Shodhgangotri are both initiatives by the INFLIBNET Centre (Information and Library Network Centre) in India. They aim to promote research and knowledge sharing in the academic community but serve different purposes. Here’s a comparison: Feature Shodhganga Shodhgangotri Purpose Repository for completed theses and dissertations. Repository for research proposals and synopses. Content Full-text doctoral theses and dissertations submitted by universities. Approved research proposals and synopses of doctoral students. Focus Stage of Research Final stage – after the research is completed. Initial stage – before the research begins. Target Audience Researchers looking for completed, peer-reviewed research work. Scholars looking for examples or ideas for research topics and methodologies. Utility ...
Read more

Panel Stationarity Tests: CADF and CIPS Explained

 When dealing with panel data , testing for stationarity (i.e., whether variables have a constant mean and variance over time) is crucial before estimation—especially in macroeconomic and financial studies. Two advanced second-generation panel unit root tests used to check for stationarity while accounting for cross-sectional dependence are: 🔹 1. CADF (Cross-sectionally Augmented Dickey-Fuller) Test 📌 Developed by: Pesaran (2007) CADF is an extension of the Augmented Dickey-Fuller (ADF) test that augments each ADF regression with cross-sectional averages to account for cross-sectional dependence . 🔍 Model Form: For each unit i i i , the CADF regression is: Δ y i t = a i + b i y i , t − 1 + c i y ˉ t − 1 + d i Δ y ˉ t + ∑ j = 1 p ϕ i j Δ y i , t − j + ε i t \Delta y_{it} = a_i + b_i y_{i,t-1} + c_i \bar{y}_{t-1} + d_i \Delta \bar{y}_{t} + \sum_{j=1}^{p} \phi_{ij} \Delta y_{i,t-j} + \varepsilon_{it} Δ y i t ​ = a i ​ + b i ​ y i , t − 1 ​ + c i ​ y ˉ ​ t − 1 ​ + d i ...
Read more