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Dear colleagues: The 5th Annual Society for Financial Econometrics conference will be held at Oxford University June 20-22, 2012. The conference website is open for submissions and for registration. http://sofie.oxford-man.ox.ac.uk/ We hope to see you and your colleagues in Oxford then. The invited speakers are below Gala Dinner speech: John Campbell (Harvard University) JFEC invite lecture: Alain Monfort (CREST, Banque de France and Maastricht University) Invited Speakers: Rene Garcia (Edhec Business School), Peter Hansen (Stanford University and EUI), Lord Robert May (University of Oxford), M. Hashem Pesaran (University of Cambridge), Eric Renault (Brown University), Lan Zhang (University of Illinois at Chicago) Kind regards Neil. Professor Neil Shephard Professor of Economics, University of Oxford; Professorial Fellow, Nuffield College, Oxford Office: Oxford-Man Institute, Eagle House, Walton Well Road, Oxford OX2 6ED, UK You may leave the list at any time by sending the command SIGNOFF allstat to [log in to unmask], leaving the subject line blank.