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Asset Pricing and Financial Econometrics

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  1. 2007

  2. University of Bradford

    Mark Shackleton (Examiner)

    2007 → 2010

    Activity: Visiting an external institution types › Visiting an external academic institution

  3. 2008

  4. Journal of Business Finance and Accounting (Journal)

    Stephen Taylor (Associate Editor)

    2008 → 2013

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

  5. Financial econometrics conference, Imperial College London

    Stephen Taylor (Speaker)

    05/2008

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

  6. 2009

  7. International Institute of Forecasting conference, Lisbon

    Stephen Taylor (Invited speaker)

    01/2009

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

  8. Seminar, National Central University, Jhongli

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation types › Invited talk

  9. Seminar, National Taiwan University, Taipei

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation types › Invited talk

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

    Ingmar Nolte (Organiser)

    23/09/2009 → 25/09/2009

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

  11. 2010

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

    Yaqiong Yao (Invited speaker)

    2010

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

  13. FIRN Doctoral Tutorial 2010

    Yaqiong Yao (Invited speaker)

    2010

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

  14. Judge Business School, Cambs

    Mark Shackleton (Visitor)

    2010

    Activity: Visiting an external institution types › Visiting an external academic institution

  15. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

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

  16. The University of Melbourne

    Yaqiong Yao (Speaker)

    2010

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

  17. XVIII Finance Forum

    Jonatan Groba (Speaker)

    18/11/2010 → 19/11/2010

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

  18. 2011

  19. European Journal of Finance (Journal)

    Ingmar Nolte (Associate Editor)

    2011 → …

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

  20. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  21. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  22. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  23. American Finance Association 2011 Annual Meeting

    Yaqiong Yao (Participant)

    7/01/2011 → 9/01/2011

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

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

    Mark Shackleton (Speaker)

    24/03/2011

    Activity: Talk or presentation types › Invited talk

  25. II World Finance Conference

    Jonatan Groba (Speaker)

    15/06/2011 → 17/06/2011

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

  26. NARTI

    Stephen Taylor (Speaker)

    11/2011

    Activity: Visiting an external institution types › Visiting an external academic institution

  27. 2012

  28. American Finance Association 2012 Annual Meeting

    Yaqiong Yao (Participant)

    6/01/2012 → 8/01/2012

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

  29. Society of Financial Econometrics conference, Oxford

    Stephen Taylor (Chair)

    06/2012

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

  30. 2012 FMA European Conference

    Jonatan Groba (Speaker)

    6/06/2012 → 8/06/2012

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

  31. 4th International IFABS Conference

    Jonatan Groba (Chair)

    18/06/2012 → 20/06/2012

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

  32. 19th Annual Conference of the Multinational Finance Society

    Jonatan Groba (Speaker)

    24/06/2012 → 27/06/2012

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

  33. 11th CREDIT 2012 Conference

    Jonatan Groba (Participant)

    27/09/2012 → 28/09/2012

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

  34. 2013

  35. American Finance Association 2013 Annual Meeting

    Yaqiong Yao (Participant)

    4/01/2013 → 6/01/2013

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

  36. University of Queensland

    Stephen Taylor (Visitor)

    04/2013

    Activity: Visiting an external institution types › Visiting an external academic institution

  37. 2013 British Accounting and Finance Association Annual Conference

    Sandra Nolte (Participant)

    9/04/2013 → 11/04/2013

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

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

    Mark Shackleton (Speaker)

    5/06/2013

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

  39. Organizer, IFABS 2013 5th International Conference

    Ingmar Nolte (Organiser)

    26/06/2013 → 28/06/2013

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

  40. XXI Finance Forum

    Jonatan Groba (Speaker)

    14/11/2013 → 15/11/2013

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

  41. 2014

  42. Institute for Banking & Finance Brown Bag Seminar

    Ally Zhang (Invited speaker)

    2014

    Activity: Talk or presentation types › Invited talk

  43. Southwestern Finance Association 2014 Annual Conference

    Ally Zhang (Speaker)

    03/2014

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

  44. 50th Anniversary Meeting of the Eastern Finance Association

    Ally Zhang (Speaker)

    04/2014

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

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

    Mark Shackleton (Speaker)

    8/04/2014

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

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

    Mark Shackleton (Speaker)

    28/05/2014

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

  47. FMA European Conference

    Ally Zhang (Speaker)

    06/2014

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

  48. 1st International Association for Applied Econometrics Conference

    Sandra Nolte (Participant)

    26/06/2014 → 28/06/2014

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

  49. 68th European Meeting of the Econometric Society

    Sandra Nolte (Participant)

    25/08/2014 → 29/08/2014

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

  50. 2015

  51. Econometric conference in honour of François Laisney

    Sandra Nolte (Speaker)

    2015

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

  52. Real Options Conference, Monemvasia Greece, 2015

    Mark Shackleton (Keynote/plenary speaker)

    20/06/2015

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

  53. European Finance Association meeting 2015

    Stephen Taylor (Participant)

    19/08/2015

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

  56. EEA-ESEM

    Ally Zhang (Speaker)

    2016

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

  57. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Membership of committee

  58. European Winter Meeting of the Econometric Society 2016

    Ally Zhang (Speaker)

    2016

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

  59. Financial Econometrics and Empirical Asset Pricing

    Sandra Nolte (Speaker)

    2016

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

  60. Midwest Macro Meetings

    Ally Zhang (Speaker)

    2016

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

  61. 2017

  62. 10th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

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

  63. 11th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

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

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

    Ally Zhang (Speaker)

    2017

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

  65. CFE Conference

    Sandra Nolte (Speaker)

    2017

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

  66. European Winter Meeting of the Econometric Society

    Ally Zhang (Speaker)

    2017

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

  67. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  68. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  69. Financial Management Association

    Vikas Raman (Speaker)

    2017

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

  70. International Journal of Forecasting (Journal)

    Stephen Taylor (Peer reviewer)

    2017

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

  71. Swiss Finance Institute Research Day

    Ally Zhang (Speaker)

    2017

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

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

    Ingmar Nolte (Organiser)

    2/05/2017 → 4/05/2017

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

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

    Ingmar Nolte (Organiser)

    9/06/2017

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

  74. 2018

  75. 50th Annual Conference of the Money, Macro and Finance

    Ally Zhang (Speaker)

    2018

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

  76. American Finance Association

    Vikas Raman (Speaker)

    2018

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

  77. EEA - ESEM 2018

    Ally Zhang (Speaker)

    2018

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

  78. Finance-Econometrics Workshops at CREATES

    Sandra Nolte (Speaker)

    2018

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

  79. Financial Econometrics Conference: Market Micro-structure

    Sandra Nolte (Speaker)

    2018

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

  80. Limit Order Books and Derivative Markets

    Sandra Nolte (Speaker)

    2018

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

  81. Organizer, Conference on Frontiers of Factor Investing

    Ingmar Nolte (Organiser)

    23/04/2018 → 24/04/2018

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

  82. Society of Financial Econometrics conference, Lugano

    Stephen Taylor (Participant)

    11/06/2018 → 14/06/2018

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

  83. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

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

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

    Ingmar Nolte (Organiser)

    13/09/2018 → 14/09/2018

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

  85. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

  86. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/2018 → 4/10/2018

    Activity: Visiting an external institution types › Visiting an external academic institution

  87. 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 types › Invited talk

  88. 2019

  89. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Sandra Nolte (Speaker)

    2019

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

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

    Sandra Nolte (Speaker)

    2019

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

  91. Mutual Funds, Hedge Funds and Factor Investing Conference

    Sandra Nolte (Speaker)

    2019

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

  92. Workshop in Financial Econometrics

    Sandra Nolte (Speaker)

    2019

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

  93. FMA - 2019 Consortium on Factor Investing

    Ingmar Nolte (Organiser)

    4/02/2019

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

  94. 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 types › Invited talk

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

    Ingmar Nolte (Organiser)

    3/06/2019 → 4/06/2019

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

  96. 13th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    14/12/2019 → 16/12/2019

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

  97. 2020

  98. AEA 2020

    Ally Zhang (Participant)

    2020

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

  99. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/2020 → 5/01/2020

    Activity: Talk or presentation types › Oral presentation

  100. SFS Cavalcade North America conference

    Ally Zhang (Invited speaker)

    25/05/2020 → 28/05/2020

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

  101. 14th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    19/12/2020 → 21/12/2020

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

  102. 2021

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

    Ingmar Nolte (Organiser)

    28/01/2021 → 29/01/2021

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

  104. Organizer, Econometrics of Option Markets Workshop

    Ingmar Nolte (Organiser)

    19/04/2021 → 21/04/2021

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

  105. 6th KoLaMaFr - Workshop on Financial Econometrics

    Ingmar Nolte (Organiser)

    21/06/2021 → 22/06/2021

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

  106. 15th International Conference on Computational and Financial Econometrics

    Ingmar Nolte (Member of programme committee)

    18/12/2021 → 20/12/2021

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

  107. 2022

  108. Organizer, Conference on Intrinsic Time in Finance

    Ingmar Nolte (Organiser)

    6/05/2022 → 7/05/2022

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

  109. Organizer, Volatility, Jumps and Bursts Workshop

    Ingmar Nolte (Organiser)

    27/06/2022 → 28/06/2022

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

  110. Organizer, 3rd Frontiers of Factor Investing Conference

    Ingmar Nolte (Organiser)

    15/09/2022 → 16/09/2022

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

  111. 2023

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

    Ingmar Nolte (Organiser)

    29/03/2023 → 31/03/2023

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

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

    Ingmar Nolte (Organiser)

    24/05/2023 → 25/05/2023

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

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