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Asset Pricing and Financial Econometrics

  1. SFS Cavalcade North America conference

    Zhang, A. (Invited speaker)

    25/05/202028/05/2020

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

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

    Shackleton, M. (Speaker)

    24/03/2011

    Activity: Talk or presentation typesInvited talk

  3. 10th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  4. 11th CREDIT 2012 Conference

    Groba, J. (Participant)

    27/09/201228/09/2012

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

  5. 11th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  6. 13th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    14/12/201916/12/2019

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

  7. 14th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    19/12/202021/12/2020

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

  8. 15th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    18/12/202120/12/2021

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

  9. 17th Annual Conference of the Swiss Society for Financial Market Research

    Zhang, A. (Speaker)

    2016

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

  10. 19th Annual Conference of the Multinational Finance Society

    Groba, J. (Speaker)

    24/06/201227/06/2012

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

  11. 1st International Association for Applied Econometrics Conference

    Nolte, S. (Participant)

    26/06/201428/06/2014

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

  12. 2012 FMA European Conference

    Groba, J. (Speaker)

    6/06/20128/06/2012

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

  13. 2013 British Accounting and Finance Association Annual Conference

    Nolte, S. (Participant)

    9/04/201311/04/2013

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

  14. 2020 North American Winter Meeting of the Econometric Society

    Zhang, A. (Invited speaker)

    2/01/20205/01/2020

    Activity: Talk or presentation typesOral presentation

  15. 2024 Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Financial Technology

    Nolte, I. (Organiser)

    13/05/2024

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

  16. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Nolte, S. (Speaker)

    2019

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

  17. 4th Frontier of Factor Investing Conference (Event)

    Yao, C. (Organiser)

    2024

    Activity: Membership typesMembership of committee

  18. 4th International IFABS Conference

    Groba, J. (Chair)

    18/06/201220/06/2012

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

  19. 50th Anniversary Meeting of the Eastern Finance Association

    Zhang, A. (Speaker)

    04/2014

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

  20. 50th Annual Conference of the Money, Macro and Finance

    Zhang, A. (Speaker)

    2018

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

  21. 68th European Meeting of the Econometric Society

    Nolte, S. (Participant)

    25/08/201429/08/2014

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

  22. 6th KoLaMaFr - Workshop on Financial Econometrics

    Nolte, I. (Organiser)

    21/06/202122/06/2021

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

  23. A valuation framework for compound real options

    Shackleton, M. (Speaker)

    21/09/2018

    Activity: Talk or presentation typesInvited talk

  24. AEA 2020

    Zhang, A. (Participant)

    2020

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

  25. American Finance Association

    Raman, V. (Speaker)

    2018

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

  26. American Finance Association 2011 Annual Meeting

    Yao, Y. (Participant)

    7/01/20119/01/2011

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

  27. American Finance Association 2012 Annual Meeting

    Yao, Y. (Participant)

    6/01/20128/01/2012

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

  28. American Finance Association 2013 Annual Meeting

    Yao, Y. (Participant)

    4/01/20136/01/2013

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

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

    Zhang, A. (Speaker)

    2017

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

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

    Yao, Y. (Invited speaker)

    2010

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

  31. CFE Conference

    Nolte, S. (Speaker)

    2017

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

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

    Shackleton, M. (Speaker)

    28/05/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

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

    Shackleton, M. (Speaker)

    8/04/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

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

    Shackleton, M. (Speaker)

    5/06/2013

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  35. Econometric conference in honour of François Laisney

    Nolte, S. (Speaker)

    2015

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

  36. EEA - ESEM 2018

    Zhang, A. (Speaker)

    2018

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

  37. EEA-ESEM

    Zhang, A. (Speaker)

    2016

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

  38. ESRC (External organisation)

    Nolte, I. (Member)

    2016 → …

    Activity: Membership typesMembership of committee

  39. European Finance Association meeting 2015

    Taylor, S. (Participant)

    19/08/2015

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

  40. European Journal of Finance (Journal)

    Nolte, I. (Associate Editor)

    2011 → …

    Activity: Publication peer-review and editorial work typesEditorial activity

  41. European Winter Meeting of the Econometric Society

    Zhang, A. (Speaker)

    2017

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

  42. European Winter Meeting of the Econometric Society 2016

    Zhang, A. (Speaker)

    2016

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

  43. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  44. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  45. Finance-Econometrics Workshops at CREATES

    Nolte, S. (Speaker)

    2018

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

  46. Financial Econometrics and Empirical Asset Pricing

    Nolte, S. (Speaker)

    2016

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

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

    Nolte, I. (Organiser)

    29/03/202331/03/2023

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

  48. Financial econometrics conference, Imperial College London

    Taylor, S. (Speaker)

    05/2008

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

  49. Financial Econometrics Conference: Market Micro-structure

    Nolte, S. (Speaker)

    2018

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

  50. Financial Management Association

    Raman, V. (Speaker)

    2017

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

  51. FIRN Doctoral Tutorial 2010

    Yao, Y. (Invited speaker)

    2010

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

  52. FMA - 2019 Consortium on Factor Investing

    Nolte, I. (Organiser)

    4/02/2019

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

  53. FMA European Conference

    Zhang, A. (Speaker)

    06/2014

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

  54. Future of Index Investing Symposium

    Shackleton, M. (Speaker)

    12/09/2018

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

  55. II World Finance Conference

    Groba, J. (Speaker)

    15/06/201117/06/2011

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

  56. Institute for Banking & Finance Brown Bag Seminar

    Zhang, A. (Invited speaker)

    2014

    Activity: Talk or presentation typesInvited talk

  57. International Institute of Forecasting conference, Lisbon

    Taylor, S. (Invited speaker)

    01/2009

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

  58. International Journal of Forecasting (Journal)

    Taylor, S. (Peer reviewer)

    2017

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

  59. Journal of Business Finance and Accounting (Journal)

    Taylor, S. (Associate Editor)

    20082013

    Activity: Publication peer-review and editorial work typesEditorial activity

  60. Judge Business School, Cambs

    Shackleton, M. (Visitor)

    2010

    Activity: Business or School/HEI EngagementVisiting an external academic institution

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

    Nolte, S. (Speaker)

    2019

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

  62. Lancaster-Manchester Joint PhD Workshop on Quantitative Finance and Financial Econometrics

    Nolte, I. (Organiser)

    24/05/202325/05/2023

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

  63. Limit Order Books and Derivative Markets

    Nolte, S. (Speaker)

    2018

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

  64. Midwest Macro Meetings

    Zhang, A. (Speaker)

    2016

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

  65. Mutual Funds, Hedge Funds and Factor Investing Conference

    Nolte, S. (Speaker)

    2019

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

  66. NARTI

    Taylor, S. (Speaker)

    11/2011

    Activity: Business or School/HEI EngagementVisiting an external academic institution

  67. Organizer, Econometrics of Option Markets Workshop

    Nolte, I. (Organiser)

    19/04/202121/04/2021

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

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

    Nolte, I. (Organiser)

    9/06/2017

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

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

    Nolte, I. (Organiser)

    28/01/202129/01/2021

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

  70. Organizer, 3rd Frontiers of Factor Investing Conference

    Nolte, I. (Organiser)

    15/09/202216/09/2022

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

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

    Nolte, I. (Organiser)

    2/05/20174/05/2017

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

  72. Organizer, 4th Frontiers of Factor Investing Conference

    Nolte, I. (Organiser) & Nolte, S. (Organiser)

    24/04/202426/04/2024

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

  73. Organizer, Conference on Frontiers of Factor Investing

    Nolte, I. (Organiser)

    23/04/201824/04/2018

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

  74. Organizer, Conference on Intrinsic Time in Finance

    Nolte, I. (Organiser)

    6/05/20227/05/2022

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

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

    Nolte, I. (Organiser)

    13/09/201814/09/2018

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

  76. Organizer, IFABS 2013 5th International Conference

    Nolte, I. (Organiser)

    26/06/201328/06/2013

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

  77. Organizer, Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics

    Nolte, I. (Organiser)

    23/09/200925/09/2009

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

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

    Nolte, I. (Organiser)

    3/06/20194/06/2019

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

  79. Organizer, Volatility, Jumps and Bursts Workshop

    Nolte, I. (Organiser)

    27/06/202228/06/2022

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

  80. Real Options Conference, Monemvasia Greece, 2015

    Shackleton, M. (Keynote/plenary speaker)

    20/06/2015

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

  81. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  82. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  83. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  84. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2010

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  85. Seminar, National Central University, Jhongli

    Taylor, S. (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  86. Seminar, National Taiwan University, Taipei

    Taylor, S. (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  87. Society of Financial Econometrics conference, Lugano

    Taylor, S. (Participant)

    11/06/201814/06/2018

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

  88. Society of Financial Econometrics conference, Oxford

    Taylor, S. (Chair)

    06/2012

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

  89. Southwestern Finance Association 2014 Annual Conference

    Zhang, A. (Speaker)

    03/2014

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

  90. Swiss Finance Institute Research Day

    Zhang, A. (Speaker)

    2017

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

  91. The University of Melbourne

    Yao, Y. (Speaker)

    2010

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

  92. University of Bradford

    Shackleton, M. (Examiner)

    20072010

    Activity: Business or School/HEI EngagementVisiting an external academic institution

  93. University of Coimbra

    Taylor, S. (Visiting researcher)

    1/10/20184/10/2018

    Activity: Business or School/HEI EngagementVisiting an external academic institution

  94. University of Queensland

    Taylor, S. (Visitor)

    04/2013

    Activity: Business or School/HEI EngagementVisiting an external academic institution

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

    Shackleton, M. B. (Speaker), Yan, J. (Speaker) & Yao, Y. (Speaker)

    17/05/2019

    Activity: Talk or presentation typesInvited talk

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

    Shackleton, M. (Speaker), Yao, Y. (Speaker) & Yan, J. (Speaker)

    14/11/2018

    Activity: Talk or presentation typesInvited talk

  97. Workshop in Financial Econometrics

    Nolte, S. (Speaker)

    2019

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

  98. XVIII Finance Forum

    Groba, J. (Speaker)

    18/11/201019/11/2010

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

  99. XXI Finance Forum

    Groba, J. (Speaker)

    14/11/201315/11/2013

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

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