-------- Original-Nachricht -------- Betreff: [AISWorld] Extended Deadline: Calls for Book Chapter - Information Systems for Global Financial Markets Datum: Tue, 13 Apr 2010 07:55:30 -0400 Von: Alex Yap ayap@elon.edu An: aisworld@lists.aisnet.org
Information Systems for Global Financial Markets: Emerging Developments and Effects
Call for Chapters (2-3 Page proposals): Proposals Submission Deadline: April 8, 2010 (extended to May 8, 2010)
Introduction Financial markets around the world can affect each other in merely a matter of seconds as financial information systems are programmed to buy or sell stocks and financial derivatives automatically when activated by sudden changes in global market trends and conditions. Information systems are highly critical in managing the trade of stocks, options, futures, forex, metals and other commodities. Because of these systems, volatile movements in one major financial market (NYSE, Nikkei) can have drastic effects on the global prices of financial instruments. There are also financial information systems that serve as intelligent systems, expert systems, and knowledge-base systems, providing algorithms and tactical information for predicting price movements and providing decision-support for traders and investors. Several fund managers, hedge funds, and individual traders depend on these systems daily. Trillions of dollars go through global financial trading systems, and yet not enough academic research has been devoted to information systems for financial markets.
Objective of the Book The vision for creating this body of research in one book is to take a much deeper look inside the systems and technologies that (1) provide intelligence and expertise to traders and investors, and (2) facilitate the agile ordering processes, networking, and regulation of global financial electronic markets. How these systems work to manipulate, move, and provide intelligence to the stock market is still a mystery to many students, and it is the intent of this book to provide real-world cases and examples that can unveil these systems to business students interested in financial trading, the dynamics of financial electronic markets, and the tactical technologies that facilitate the trading process and trading decisions. There is a growing demand for IT jobs in the financial sector, making this body of research very timely for university students.
Target Audience This book is essential to both information systems and finance students and practitioners, who are looking forward to a profession that deals with technology-enabled systems in the finance sector. Several universities have their own finance trading room, where students enrolled in some courses are asked to manage stock portfolios using these systems. In such context, this book is an ideal reference or supplement for courses that deal with stock trading and investments using trading technologies. IS students, practitioners, and faculty are also beginning to realize that the Finance sector is a sector that information systems graduates can work with due to the increasing demand for technical skills in this sector. Likewise, students of finance are aware that information systems are critical and necessary tools in their discipline as well.
Recommended Topics ? Electronic Communication Networks (ECNs) or Financial E-Markets ? Technologies used for predicting and forecasting stock price movements ? Online brokerage trading systems and technologies ? Use of technology for integrating global stock market trading systems ? Impact of technology as enablers of financial market integration ? Supercomputers for Flash Trading or High Frequency Trading Systems ? Effect of Institutional investors and hedge funds trading tactics in electronic markets ? Emerging technologies for financial trading systems ? Decision-support for financial trading systems ? Knowledge management and Expert systems for finance and investments ? The use of technology in regulating financial electronic markets ? How SEC Rules and Regulations are incorporated in electronic trading systems ? Visual knowledge representations, 3D Heat Maps, and Intelligent charting systems ? Mobile and Ubiquitous Financial trading systems ? Transforming the Behavior Dynamics of Financial Markets with Disruptive Technologies
Submission Procedure Researchers and practitioners are invited to submit on or before April 8, 2010, a 2-3 page chapter proposal clearly explaining the mission and concerns of his or her proposed chapter. Authors of accepted proposals will be notified by April 21, 2010 about the status of their proposals and sent chapter guidelines. Full chapters are expected to be submitted by July 30, 2010. All submitted chapters will be reviewed on a double-blind review basis. Contributors may also be requested to serve as reviewers for this project.
Publisher This book is scheduled to be published by IGI Global (formerly Idea Group Inc.), publisher of the ?Information Science Reference? (formerly Idea Group Reference), ?Medical Information Science Reference,? ?Business Science Reference,? and ?Engineering Science Reference? imprints. For additional information regarding the publisher, please visit www.igi-global.com. This publication is scheduled to be released in 2011.
Important Dates May 8, 2010: Chapter Proposal Submission Deadline (only the 2-3 page abstract needs to be submitted at this time) May 21, 2010: Notification of Acceptance July 30, 2010: Full Chapter Submission October 15, 2010: Review Results Returned December 15, 2010: Final Chapter Submission January 30, 2011: Final Deadline
Inquiries and submissions can be forwarded electronically (Word document): Dr. Alexander Y. Yap Department of Management Martha& Spencer Love School of Business Tel.: 336 278 5590 E-mail: ayap@elon.edu
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