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Asset Pricing and Financial Econometrics

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  1. XXI Finance Forum

    Groba, J. (Speaker)

    14/11/2013 → 15/11/2013

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  2. XVIII Finance Forum

    Groba, J. (Speaker)

    18/11/2010 → 19/11/2010

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  3. Workshop in Financial Econometrics

    Nolte, S. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  4. 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 types › Invited talk

  5. 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 types › Invited talk

  6. University of Queensland

    Taylor, S. (Visitor)

    04/2013

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  7. University of Coimbra

    Taylor, S. (Visiting researcher)

    1/10/2018 → 4/10/2018

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  8. University of Bradford

    Shackleton, M. (Examiner)

    2007 → 2010

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  9. The University of Melbourne

    Yao, Y. (Speaker)

    2010

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  10. Swiss Finance Institute Research Day

    Zhang, A. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  11. Southwestern Finance Association 2014 Annual Conference

    Zhang, A. (Speaker)

    03/2014

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  12. Society of Financial Econometrics conference, Oxford

    Taylor, S. (Chair)

    06/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  13. Society of Financial Econometrics conference, Lugano

    Taylor, S. (Participant)

    11/06/2018 → 14/06/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  14. Seminar, National Taiwan University, Taipei

    Taylor, S. (Speaker)

    02/2009

    Activity: Talk or presentation types › Invited talk

  15. Seminar, National Central University, Jhongli

    Taylor, S. (Speaker)

    02/2009

    Activity: Talk or presentation types › Invited talk

  16. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  17. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  18. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2011

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  19. Seminar / Conference Paper

    Shackleton, M. (Speaker)

    2010

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  20. Real Options Conference, Monemvasia Greece, 2015

    Shackleton, M. (Keynote/plenary speaker)

    20/06/2015

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  21. Organizer, Volatility, Jumps and Bursts Workshop

    Nolte, I. (Organiser)

    27/06/2022 → 28/06/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    3/06/2019 → 4/06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    23/09/2009 → 25/09/2009

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  24. Organizer, IFABS 2013 5th International Conference

    Nolte, I. (Organiser)

    26/06/2013 → 28/06/2013

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    13/09/2018 → 14/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  26. Organizer, Conference on Intrinsic Time in Finance

    Nolte, I. (Organiser)

    6/05/2022 → 7/05/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  27. Organizer, Conference on Frontiers of Factor Investing

    Nolte, I. (Organiser)

    23/04/2018 → 24/04/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  28. Organizer, 4th Frontiers of Factor Investing Conference

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

    24/04/2024 → 26/04/2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    2/05/2017 → 4/05/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  30. Organizer, 3rd Frontiers of Factor Investing Conference

    Nolte, I. (Organiser)

    15/09/2022 → 16/09/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    28/01/2021 → 29/01/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    9/06/2017

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  33. Organizer, Econometrics of Option Markets Workshop

    Nolte, I. (Organiser)

    19/04/2021 → 21/04/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  34. NARTI

    Taylor, S. (Speaker)

    11/2011

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  35. Mutual Funds, Hedge Funds and Factor Investing Conference

    Nolte, S. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  36. Midwest Macro Meetings

    Zhang, A. (Speaker)

    2016

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  37. Limit Order Books and Derivative Markets

    Nolte, S. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    24/05/2023 → 25/05/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, S. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  40. Judge Business School, Cambs

    Shackleton, M. (Visitor)

    2010

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  41. Journal of Business Finance and Accounting (Journal)

    Taylor, S. (Associate Editor)

    2008 → 2013

    Activity: Publication peer-review and editorial work types › Editorial activity

  42. International Journal of Forecasting (Journal)

    Taylor, S. (Peer reviewer)

    2017

    Activity: Publication peer-review and editorial work types › Publication peer-review

  43. International Institute of Forecasting conference, Lisbon

    Taylor, S. (Invited speaker)

    01/2009

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  44. Institute for Banking & Finance Brown Bag Seminar

    Zhang, A. (Invited speaker)

    2014

    Activity: Talk or presentation types › Invited talk

  45. II World Finance Conference

    Groba, J. (Speaker)

    15/06/2011 → 17/06/2011

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  46. Future of Index Investing Symposium

    Shackleton, M. (Speaker)

    12/09/2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  47. FMA European Conference

    Zhang, A. (Speaker)

    06/2014

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  48. FMA - 2019 Consortium on Factor Investing

    Nolte, I. (Organiser)

    4/02/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  49. FIRN Doctoral Tutorial 2010

    Yao, Y. (Invited speaker)

    2010

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  50. Financial Management Association

    Raman, V. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  51. Financial Econometrics Conference: Market Micro-structure

    Nolte, S. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  52. Financial econometrics conference, Imperial College London

    Taylor, S. (Speaker)

    05/2008

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Nolte, I. (Organiser)

    29/03/2023 → 31/03/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  54. Financial Econometrics and Empirical Asset Pricing

    Nolte, S. (Speaker)

    2016

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  55. Finance-Econometrics Workshops at CREATES

    Nolte, S. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  56. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  57. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  58. European Winter Meeting of the Econometric Society 2016

    Zhang, A. (Speaker)

    2016

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  59. European Winter Meeting of the Econometric Society

    Zhang, A. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  60. European Journal of Finance (Journal)

    Nolte, I. (Associate Editor)

    2011 → …

    Activity: Publication peer-review and editorial work types › Editorial activity

  61. European Finance Association meeting 2015

    Taylor, S. (Participant)

    19/08/2015

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  62. ESRC (External organisation)

    Nolte, I. (Member)

    2016 → …

    Activity: Membership types › Membership of committee

  63. EEA-ESEM

    Zhang, A. (Speaker)

    2016

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  64. EEA - ESEM 2018

    Zhang, A. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  65. Econometric conference in honour of François Laisney

    Nolte, S. (Speaker)

    2015

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Shackleton, M. (Speaker)

    28/05/2014

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

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

    Shackleton, M. (Speaker)

    8/04/2014

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

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

    Shackleton, M. (Speaker)

    5/06/2013

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  69. CFE Conference

    Nolte, S. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Yao, Y. (Invited speaker)

    2010

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Zhang, A. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  72. American Finance Association 2013 Annual Meeting

    Yao, Y. (Participant)

    4/01/2013 → 6/01/2013

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  73. American Finance Association 2012 Annual Meeting

    Yao, Y. (Participant)

    6/01/2012 → 8/01/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  74. American Finance Association 2011 Annual Meeting

    Yao, Y. (Participant)

    7/01/2011 → 9/01/2011

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  75. American Finance Association

    Raman, V. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  76. AEA 2020

    Zhang, A. (Participant)

    2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  77. A valuation framework for compound real options

    Shackleton, M. (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

  78. 6th KoLaMaFr - Workshop on Financial Econometrics

    Nolte, I. (Organiser)

    21/06/2021 → 22/06/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  79. 68th European Meeting of the Econometric Society

    Nolte, S. (Participant)

    25/08/2014 → 29/08/2014

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  80. 50th Annual Conference of the Money, Macro and Finance

    Zhang, A. (Speaker)

    2018

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  81. 50th Anniversary Meeting of the Eastern Finance Association

    Zhang, A. (Speaker)

    04/2014

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  82. 4th International IFABS Conference

    Groba, J. (Chair)

    18/06/2012 → 20/06/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  83. 4th Frontier of Factor Investing Conference (Event)

    Yao, C. (Organiser)

    2024

    Activity: Membership types › Membership of committee

  84. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Nolte, S. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  85. 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 types › Participation in conference -Mixed Audience

  86. 2020 North American Winter Meeting of the Econometric Society

    Zhang, A. (Invited speaker)

    2/01/2020 → 5/01/2020

    Activity: Talk or presentation types › Oral presentation

  87. 2013 British Accounting and Finance Association Annual Conference

    Nolte, S. (Participant)

    9/04/2013 → 11/04/2013

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  88. 2012 FMA European Conference

    Groba, J. (Speaker)

    6/06/2012 → 8/06/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  89. 1st International Association for Applied Econometrics Conference

    Nolte, S. (Participant)

    26/06/2014 → 28/06/2014

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  90. 19th Annual Conference of the Multinational Finance Society

    Groba, J. (Speaker)

    24/06/2012 → 27/06/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  91. 17th Annual Conference of the Swiss Society for Financial Market Research

    Zhang, A. (Speaker)

    2016

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  92. 15th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    18/12/2021 → 20/12/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  93. 14th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    19/12/2020 → 21/12/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  94. 13th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    14/12/2019 → 16/12/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  95. 11th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  96. 11th CREDIT 2012 Conference

    Groba, J. (Participant)

    27/09/2012 → 28/09/2012

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  97. 10th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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

    Shackleton, M. (Speaker)

    24/03/2011

    Activity: Talk or presentation types › Invited talk

  99. SFS Cavalcade North America conference

    Zhang, A. (Invited speaker)

    25/05/2020 → 28/05/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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