The conference offers a dual submission option, joint with the Review of Asset Pricing Studies and the Review of Corporate Finance Studies.

From satellite images to natural language processing, the way investors source, process and trade on information is constantly evolving. The aim of this conference is to understand the ever-changing nature of financial information and its consequences for market efficiency.

We welcome all theoretical and empirical papers exploring new and perhaps unexpected sources of information, as well as developing novel tools to turn raw data into value-relevant insights. Sceptical takes, highlighting the trade-offs involved in the use of big data, machine learning algorithms and the continuing hardening of information are also welcome.

Read more about the program, keynote Speakers and registration