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Asset Pricing and Financial Econometrics

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  1. 2025

  2. 2025 Lancaster-Manchester-Warwick-Oxford Joint PhD Workshop on Finance and Econometrics

    Nolte, I. (Organiser)

    16/06/2025 → 17/06/2025

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

  3. 2024

  4. Financial Fraud, Misconduct and Market Manipulation Conference 2024

    Nolte, I. (Organiser)

    12/09/2024 → 13/09/2024

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

  5. 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

  6. 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

  7. 4th Frontier of Factor Investing Conference (Event)

    Yao, C. (Organiser)

    2024

    Activity: Membership types › Membership of committee

  8. 2023

  9. 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

  10. 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

  11. 2022

  12. 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

  13. 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

  14. 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

  15. 2021

  16. 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

  17. 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

  18. 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

  19. 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

  20. 2020

  21. 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

  22. 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

  23. 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

  24. AEA 2020

    Zhang, A. (Participant)

    2020

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

  25. 2019

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. Workshop in Financial Econometrics

    Nolte, S. (Speaker)

    2019

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

  34. 2018

  35. 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

  36. University of Coimbra

    Taylor, S. (Visiting researcher)

    1/10/2018 → 4/10/2018

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

  37. A valuation framework for compound real options

    Shackleton, M. (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

  38. 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

  39. Future of Index Investing Symposium

    Shackleton, M. (Speaker)

    12/09/2018

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

  40. 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

  41. 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

  42. 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

  43. American Finance Association

    Raman, V. (Speaker)

    2018

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

  44. EEA - ESEM 2018

    Zhang, A. (Speaker)

    2018

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

  45. Finance-Econometrics Workshops at CREATES

    Nolte, S. (Speaker)

    2018

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

  46. Financial Econometrics Conference: Market Micro-structure

    Nolte, S. (Speaker)

    2018

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

  47. Limit Order Books and Derivative Markets

    Nolte, S. (Speaker)

    2018

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

  48. 2017

  49. 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

  50. 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

  51. 10th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  52. 11th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  53. 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

  54. CFE Conference

    Nolte, S. (Speaker)

    2017

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

  55. European Winter Meeting of the Econometric Society

    Zhang, A. (Speaker)

    2017

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

  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. Financial Management Association

    Raman, V. (Speaker)

    2017

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

  59. International Journal of Forecasting (Journal)

    Taylor, S. (Peer reviewer)

    2017

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

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