Journal of Empirical Finance

Call for Papers

Special Issue and Conference on: Behavioural Finance

The Journal of Empirical Finance (JEF) is calling for papers which study the current developments in the area of behavioural finance. A joint conference with LIFE (Limburg Institute of Financial Economics) will be held in Palma de Mallorca on October 11 and 12, 2002. We intend to publish a special issue with Professor Werner Debondt as Guest Editor and Franz Palm and Christian Wolff as Editors. Possible topics include but are not limited to:

  • Anomalies in asset markets
  • Mean reversion in asset returns
  • Predictability of asset returns
  • Accounting for human factors and cyclical variation in asset beta’s
  • Risk and return in inefficient markets
  • Inefficient portfolios
  • Stock price reactions to new information, e.g. overreaction to dividends
  • Speculative bubbles and stock price volatility

All articles will be subject to the usual peer review process.

Biennial Award of US $5,000

The best articles will be published in the Special Issue and the top-rated article will receive the Biennial Award of the Journal of Empirical Finance of US $5,000.

Submission Details

Submission deadline for the conference and Special Issue on Behavioural Finance is March 30, 2002.

Details on the Instructions to Authors may be viewed from JEF’s website in Econbase at: http://www.elsevier.com/locate/econbase and then click on Journal of Empirical Finance. Alternatively please see the Instructions to Authors as printed in the Journal.

Papers for presentation at the conference and publication in the Special Issue should be clearly marked as submissions for the Special Issue on ‘Behavioural Finance’ and accompanied by a submission fee of US $50 for subscribers and US $75 for non-subscribers to the journal.

Papers should be submitted in quadruplicate to:

Professor Franz C. Palm
Faculty of Business Administration
Maastricht University
P.O. Box 616
6200 MD Maastricht
The Netherlands