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Asset Pricing and Financial Econometrics

  1. 2023
  2. Lancaster-Manchester Joint PhD Workshop on Quantitative Finance and Financial Econometrics

    Ingmar Nolte (Organiser)

    24/05/202325/05/2023

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  3. Financial Econometrics Conference to mark Stephen Taylor's retirement

    Ingmar Nolte (Organiser)

    29/03/202331/03/2023

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  4. 2022
  5. Organizer, 3rd Frontiers of Factor Investing Conference

    Ingmar Nolte (Organiser)

    15/09/202216/09/2022

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  6. Organizer, Volatility, Jumps and Bursts Workshop

    Ingmar Nolte (Organiser)

    27/06/202228/06/2022

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  7. Organizer, Conference on Intrinsic Time in Finance

    Ingmar Nolte (Organiser)

    6/05/20227/05/2022

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  8. 2021
  9. 15th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    18/12/202120/12/2021

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  10. 6th KoLaMaFr - Workshop on Financial Econometrics

    Ingmar Nolte (Organiser)

    21/06/202122/06/2021

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  11. Organizer, Econometrics of Option Markets Workshop

    Ingmar Nolte (Organiser)

    19/04/202121/04/2021

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  12. Organizer, 2nd Frontiers of Factor Investing Virtual Conference

    Ingmar Nolte (Organiser)

    28/01/202129/01/2021

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  13. 2020
  14. 14th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    19/12/202021/12/2020

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  15. SFS Cavalcade North America conference

    Ally Zhang (Invited speaker)

    25/05/202028/05/2020

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  16. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/20205/01/2020

    Activity: Talk or presentation typesOral presentation

  17. AEA 2020

    Ally Zhang (Participant)

    2020

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  18. 2019
  19. 13th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    14/12/201916/12/2019

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  20. Organizer, Mutual Funds, Hedge Funds and Factor Investing

    Ingmar Nolte (Organiser)

    3/06/20194/06/2019

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  21. What drives a firm's ES performance? Evidence from stock returns

    Mark Broughton Shackleton (Speaker), Jiali Yan (Speaker) & Yaqiong Yao (Speaker)

    17/05/2019

    Activity: Talk or presentation typesInvited talk

  22. FMA - 2019 Consortium on Factor Investing

    Ingmar Nolte (Organiser)

    4/02/2019

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  23. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  24. Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  25. Mutual Funds, Hedge Funds and Factor Investing Conference

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  26. Workshop in Financial Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  27. 2018
  28. What drives a firm's ES performance? Evidence from stock returns.

    Mark Shackleton (Speaker), Yaqiong Yao (Speaker) & Jiali Yan (Speaker)

    14/11/2018

    Activity: Talk or presentation typesInvited talk

  29. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/20184/10/2018

    Activity: Visiting an external institution typesVisiting an external academic institution

  30. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation typesInvited talk

  31. Organizer, Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets

    Ingmar Nolte (Organiser)

    13/09/201814/09/2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  32. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  33. Society of Financial Econometrics conference, Lugano

    Stephen Taylor (Participant)

    11/06/201814/06/2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  34. Organizer, Conference on Frontiers of Factor Investing

    Ingmar Nolte (Organiser)

    23/04/201824/04/2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  35. 50th Annual Conference of the Money, Macro and Finance

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  36. American Finance Association

    Vikas Raman (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  37. EEA - ESEM 2018

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  38. Finance-Econometrics Workshops at CREATES

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  39. Financial Econometrics Conference: Market Micro-structure

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  40. Limit Order Books and Derivative Markets

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  41. 2017
  42. Organizer, 1st Lancaster-Warwick (LaWa) Workshop on Financial Econometrics & Market Microstructure

    Ingmar Nolte (Organiser)

    9/06/2017

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  43. Organizer, 3rd Konstanz-Lancaster (KoLa) Workshop on Finance and Econometrics

    Ingmar Nolte (Organiser)

    2/05/20174/05/2017

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  44. 10th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  45. 11th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  46. Annual Conference of the Swiss Society for Financial Market Research

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  47. CFE Conference

    Sandra Nolte (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  48. European Winter Meeting of the Econometric Society

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  49. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  50. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  51. Financial Management Association

    Vikas Raman (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  52. International Journal of Forecasting (Journal)

    Stephen Taylor (Peer reviewer)

    2017

    Activity: Publication peer-review and editorial work typesPublication peer-review

  53. Swiss Finance Institute Research Day

    Ally Zhang (Speaker)

    2017

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  54. 2016
  55. 17th Annual Conference of the Swiss Society for Financial Market Research

    Ally Zhang (Speaker)

    2016

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  56. EEA-ESEM

    Ally Zhang (Speaker)

    2016

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  57. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership typesMembership of committee

  58. European Winter Meeting of the Econometric Society 2016

    Ally Zhang (Speaker)

    2016

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  59. Financial Econometrics and Empirical Asset Pricing

    Sandra Nolte (Speaker)

    2016

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  60. Midwest Macro Meetings

    Ally Zhang (Speaker)

    2016

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  61. 2015
  62. European Finance Association meeting 2015

    Stephen Taylor (Participant)

    19/08/2015

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  63. Real Options Conference, Monemvasia Greece, 2015

    Mark Shackleton (Keynote/plenary speaker)

    20/06/2015

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  64. Econometric conference in honour of François Laisney

    Sandra Nolte (Speaker)

    2015

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  65. 2014
  66. 68th European Meeting of the Econometric Society

    Sandra Nolte (Participant)

    25/08/201429/08/2014

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  67. 1st International Association for Applied Econometrics Conference

    Sandra Nolte (Participant)

    26/06/201428/06/2014

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  68. FMA European Conference

    Ally Zhang (Speaker)

    06/2014

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  69. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    28/05/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  70. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    8/04/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  71. 50th Anniversary Meeting of the Eastern Finance Association

    Ally Zhang (Speaker)

    04/2014

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  72. Southwestern Finance Association 2014 Annual Conference

    Ally Zhang (Speaker)

    03/2014

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  73. Institute for Banking & Finance Brown Bag Seminar

    Ally Zhang (Invited speaker)

    2014

    Activity: Talk or presentation typesInvited talk

  74. 2013
  75. XXI Finance Forum

    Jonatan Groba (Speaker)

    14/11/201315/11/2013

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  76. Organizer, IFABS 2013 5th International Conference

    Ingmar Nolte (Organiser)

    26/06/201328/06/2013

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  77. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    5/06/2013

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  78. 2013 British Accounting and Finance Association Annual Conference

    Sandra Nolte (Participant)

    9/04/201311/04/2013

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  79. University of Queensland

    Stephen Taylor (Visitor)

    04/2013

    Activity: Visiting an external institution typesVisiting an external academic institution

  80. American Finance Association 2013 Annual Meeting

    Yaqiong Yao (Participant)

    4/01/20136/01/2013

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  81. 2012
  82. 11th CREDIT 2012 Conference

    Jonatan Groba (Participant)

    27/09/201228/09/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  83. 19th Annual Conference of the Multinational Finance Society

    Jonatan Groba (Speaker)

    24/06/201227/06/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  84. 4th International IFABS Conference

    Jonatan Groba (Chair)

    18/06/201220/06/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  85. 2012 FMA European Conference

    Jonatan Groba (Speaker)

    6/06/20128/06/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  86. Society of Financial Econometrics conference, Oxford

    Stephen Taylor (Chair)

    06/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  87. American Finance Association 2012 Annual Meeting

    Yaqiong Yao (Participant)

    6/01/20128/01/2012

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  88. 2011
  89. NARTI

    Stephen Taylor (Speaker)

    11/2011

    Activity: Visiting an external institution typesVisiting an external academic institution

  90. II World Finance Conference

    Jonatan Groba (Speaker)

    15/06/201117/06/2011

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  91. "On the valuation of and returns to project flexibility within sequential investment"

    Mark Shackleton (Speaker)

    24/03/2011

    Activity: Talk or presentation typesInvited talk

  92. American Finance Association 2011 Annual Meeting

    Yaqiong Yao (Participant)

    7/01/20119/01/2011

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  93. European Journal of Finance (Journal)

    Ingmar Nolte (Associate Editor)

    2011 → …

    Activity: Publication peer-review and editorial work typesEditorial activity

  94. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  95. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  96. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  97. 2010
  98. XVIII Finance Forum

    Jonatan Groba (Speaker)

    18/11/201019/11/2010

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  99. Asset Pricing Lead Session, 23rd Australasian Finance and Banking Conference

    Yaqiong Yao (Invited speaker)

    2010

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  100. FIRN Doctoral Tutorial 2010

    Yaqiong Yao (Invited speaker)

    2010

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  101. Judge Business School, Cambs

    Mark Shackleton (Visitor)

    2010

    Activity: Visiting an external institution typesVisiting an external academic institution

  102. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  103. The University of Melbourne

    Yaqiong Yao (Speaker)

    2010

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  104. 2009
  105. Organizer, Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics

    Ingmar Nolte (Organiser)

    23/09/200925/09/2009

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  106. Seminar, National Central University, Jhongli

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  107. Seminar, National Taiwan University, Taipei

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  108. International Institute of Forecasting conference, Lisbon

    Stephen Taylor (Invited speaker)

    01/2009

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  109. 2008
  110. Financial econometrics conference, Imperial College London

    Stephen Taylor (Speaker)

    05/2008

    Activity: Participating in or organising an event typesParticipation in conference -Mixed Audience

  111. Journal of Business Finance and Accounting (Journal)

    Stephen Taylor (Associate Editor)

    20082013

    Activity: Publication peer-review and editorial work typesEditorial activity

  112. 2007
  113. University of Bradford

    Mark Shackleton (Examiner)

    20072010

    Activity: Visiting an external institution typesVisiting an external academic institution

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