Finance Crowd Analysis Project
Do you want to be part of...
...the first crowd-sourced empirical paper in Economics/Finance?
What's in it for you?
- Become co-author on the paper that aims for publication in a top-ranked scientific journal. The project innovates over the Neuroscience one in various ways (details here).
- Satisfy your curiosity by studying first-order questions about liquidity and market quality.
- Have access to a uniquely detailed proprietary dataset kindly made available by Deutsche Börse. The data contain all 652 million trades from 2002 through 2018 in the EuroStoxx 50 futures contract, one of the world’s most actively traded securities.
- A t-shirt with your name as part of the community that pulled off the first crowd-sourced community paper in Economics/Finance. Who knows? The shirt might become a collector’s item.
- An opportunity to forego future regret.
You can apply [sign-up closed: see Overview for details] alone or as a team of maximum two members. Expected workload is two to three weeks per team, in Spring 2021 (precise schedule here). At least one of you is required to hold a PhD in economics or finance (precise criteria here). Please be quick as we will close the application as soon as we reach the desired number of teams. Deadline for the first batch is: November 20.
Please find more detailed information below.
#fincap is a large-scale global research effort to investigate the pluralism of analysis approaches in empirical finance. Building on the same dataset, over 100 research teams (RTs) around the world will independently study several pre-defined hypotheses. To study the process of knowledge formation, the participating research teams will also submit their beliefs about variation among RTs. Learn more about the tasks of the research teams.
As another major research goal, the project investigates how scientific knowledge is gained and formed within the empirical finance community. To this end, about 20 distinguished experts (i.e., peer evaluators, PEs) in the field will review the short papers submitted by the research teams, with the top 5 papers being made public to the research teams in an anonymous fashion. Learn more about the task of the peer evaluators.
Confidentiality agreement. Importantly, we apply a multiple-blind procedure. This implies that names will never be revealed with the exception of being listed as a co-author on the final scientific article (i.e., names of research team members will not be attributable to analysis results and names of peer evaluators will not be attributable to evaluations). Furthermore, this implies that scientists from the research teams, peer evaluators, and project coordinators are not allowed to disclose or discuss any information from their part to any other researcher until all research teams have submitted their final versions of their short papers. The latter includes that research team members are not allowed to discuss the methodology and results with anybody outside the research team.
Project coordinators. The project will be run by researchers from the Stockholm School of Economics, the University of Innsbruck, and the Vrije Universiteit Amsterdam. Meet the project coordinators.
Application deadline for ensured participation (if the target number of RTs is surpassed at this point, application will be closed).
late application deadline
Late application deadline for research teams (only applies if target number of teams has not been surpassed in the first round ending 2020-11-20).
Research teams are notified about acceptance into the project.
distribution of the data
Research teams receive the data and are informed about the exact hypotheses to test.
submission of short paper
Deadline for submitting the first version of the short paper with results for the hypotheses.
deadline for belief elicitation
Deadline for submitting the belief elicitation survey by research teams (the survey will be distributed on Monday, 2021-03-29).
deadline for peer evaluation
Deadline for submitting comments and ratings by peer evaluators (papers will be sent to reviewers on Monday, 2021-04-05).
deadline for revised submission
Deadline for submitting the second version of the short paper by research teams (RTs receive two anonymous peer evaluations on the first version of the paper on Monday, 2021-05-10).
best rated papers
Research teams receive the five short papers (anonymized) that received the highest average peer evaluation to read them.
deadline for revised submission
Deadline for submitting the third version of the short paper by research teams.
The project will be curated by researchers from the Stockholm School of Economics, the University of Innsbruck, and Vrije Universiteit Amsterdam, in collaboration with Deutsche Börse AG. Deutsche Boerse AG will provide unique data for the RTs to analyze. In case you have any questions regarding the project, please contact the project coordinators via email@example.com.