CORMEC-MFRL organises mini symposium for Dutch National Inspection On June [...]
MFRL-CORMEC publishes article in the Journal of Futures Markets entitled ”Intraday liquidity in soybean complex futures markets”
Abstract: We examine persistence and cross-market liquidity spillovers in the [...]
MFRL-CORMEC publishes article in the European Financial Management entitled” Unravelling the JPMorgan Spoofing Case Using Particle Physics Visualization Methods”
Abstract: On September 29, 2020, JPMorgan was ordered to pay [...]
CORMEC/MFRL in Scientific Committee of Commodity & Energy Markets Association (CEMA) annual conference to be held in Chicago on June 21-22, 2022
Call for papers: https://conferences.illinois.edu/cema2022/index.html
Dr. ir. Nikos Kalogeras and Prof. dr ir Joost M.E. [...]
Rennes School of Business, INRAe, CORMEC (Wageningen University) and the Marketing-Finance Research Lab (Maastricht University) are collaborating on research in futures and options markets with a particular focus on high frequency data and AI methods.
A post doc position is available at Rennes School of [...]
Professor Michel Robe (Illinois & CFTC) is visiting CORMEC (WUR) and the Marketing-Finance Research Lab (Maastricht University).
Michel (https://ace.illinois.edu/directory/mrobe) will present his paper on liquidity in futures [...]
CORMEC conducts research on Hedging Behavior of Cooperatives versus IOF’s [...]
CORMEC collaborates with CERN on using ROOT to protect commodity and financial markets from fraud: interview with Axel Naumann
This news article was published on the CERN website on [...]