Dates rentrée 22/23
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Research

Participate to the Summer School on Research Methodologies, on 12th and 13th September 2022! 

The Summer School on Research Methods in Management Sciences is a training course on advanced quantitative methodologies for all researchers in management sciences. This 2-days training will be offered each year on a different theme. The emphasis is on the practical aspect through the use of adapted software and the development of a “work-in-progress”.
The Summer School is not only a place of training, but also an opportunity to exchange on one’s own projects. It provides an opportunity to work on concrete projects and to initiate collaborations between participants (teachers-researchers and doctoral students).

2022 ISSUE

EXPERIMENTAL METHODS

For its first edition, the Summer School will focus on experimental methods. These methods are highly regarded by international high impact journals such as the Journal of Marketing or the Journal of Business Research. These methods make it possible to establish causal links between variables. One of its advantages over other methods is to increase the internal validity of the results by controlling for the environment (Morales, Amir and Lee, 2017).

Through the teachings and practical workshops of the Summer School, you will discover when, where and how to use and implement experimental methods, from research design to analysis and presentation of results. You will have the opportunity to carry out a work-in-progress on a concrete theme and you will be guided in its realisation by our speakers. 4 months after the summer school, we offer a follow-up seminar to collectively exchange on the progress of the projects with the other participants and receive feedback from a team of researchers.

 

PARTICIPATION

To participate, send your application to the organising committee, Nadia Steils and Jean-François Toti, including:

  • Your CV
  • Your motivation to participate in the Summer School
  • Possibly a summary of a current research project and 2-3 research streams that interest you and that you would like to work on during the Summer School

Applications until 20th August. 

The IEAP meeting, which will be organized at IAE Lille University School of Management on 2 February 2022, aims to discuss these highly relevant issues linked to asset pricing (financial, commodity, cryptocurrencies) and behavioral finance.
Final date for submission of the call of papers : January 2, 2022

In recent decades, the financial markets have experienced various crises, shocks and disruptive events (dot.com bubble in 2000, global financial crisis in 2008-2009, COVID-19, etc.), driving high levels of volatility. This volatility is too strong to be fully justified simply by changes in fundamentals giving less credit to hypotheses concerning market efficiency and rationality as in the seminal work of Samuelson (1965) and Fama (1970). In order to better understand the dynamics of asset prices, several alternative assumptions referring to behavioral finance theory (Irrational exuberance (Shiller, 2000), Animal Spirits (Akerlof and Shiller, 2009) and Narrative Economics Theory (Shiller, 2017), etc.) have been put forward. Interestingly, there has been an increase in this behavioral finance literature in recent years due in particular to two major factors: first, the development of finance experiments and simulations related to agent-based models among others, and second, the development of several empirical measures of market and investor sentiment (VIX, Michigan University indexes, Backer and Wurgler (2007) index, etc.) and behavioral econometric modeling.

In other words, current financial price assets appear to be driven by various attractors in addition to fundamentals, and there is no doubt that investor emotions, market sentiment, the news, and external factors such as uncertainty all play a key role. This has been clearly observed in recent years, especially during the ongoing coronavirus pandemic that has changed the common perception of the way financial markets work.

Accordingly, the meeting focuses on the following topics:

  • COVID-19 and Asset Pricing (finance, commodities, cryptocurrencies)
  • Behavioral Finance
  • Investor emotions
  • Imitation and mimetic behavior
  • Irrational Exuberance
  • Narrative Economics
  • Cognitive agent models
  • Experimental Finance
  • Informational (in)efficiency
  • Volatility modeling
  • Mimetic bubbles
  • Animal Spirits
  • Complexity and financial econometrics
  • The event includes oral presentations and a Round Table Meeting with experts in Behavioral Finance. 

Organizing committee

David Bourghelle (IAE Lille University School of Management, France)
Pascal Grandin (IAE Lille University School of Management, France)
Fredj Jawadi (IAE Lille University School of Management, France)
Philippe Rozin (IAE Lille University School of Management, France)

SCIENTIFIC COMMITTEE

D. Bourghelle, IAE Lille University School of Management, France
J.G. Cousin, IAE Lille University School of Management, France
S. Dereeper, IAE Lille University School of Management, France
P. Grandin, IAE Lille University School of Management, France
F. Jawadi, IAE Lille University School of Management, France
A. Orléan, CNRS EHESS, France
G. Prat, Economix-CNRS & Université de Paris Nanterre, France
P. Roger, EM Strasbourg Business School et Université de Strasbourg, France
Ph. Rozin, IAE Lille University School of Management, France
Y. Tadjeddine, Université de Lorraine & BETA, France

SUBMISSION PROCESS

All researchers in Social Science are invited to submit an extended abstract (in either French or English and in PDF format) by email to: fredj.jawadi@univ-lille.fr and david.bourghelle@univ-lille.fr. The proposal should include the following information: title, name(s) of the authors, abstract, keywords, JEL classification, e-mail address for each author, complete address for the corresponding author.