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Asset Pricing and Financial Econometrics

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  1. 2024

  2. 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

  3. 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

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

    Yao, C. (Organiser)

    2024

    Activity: Membership types › Membership of committee

  5. 2023

  6. 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

  7. 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

  8. 2022

  9. 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

  10. 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

  11. 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

  12. 2021

  13. 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

  14. 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

  15. 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

  16. 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

  17. 2020

  18. 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

  19. 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

  20. 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

  21. AEA 2020

    Zhang, A. (Participant)

    2020

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

  22. 2019

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. Workshop in Financial Econometrics

    Nolte, S. (Speaker)

    2019

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

  31. 2018

  32. 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

  33. University of Coimbra

    Taylor, S. (Visiting researcher)

    1/10/2018 → 4/10/2018

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

  34. A valuation framework for compound real options

    Shackleton, M. (Speaker)

    21/09/2018

    Activity: Talk or presentation types › Invited talk

  35. 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

  36. Future of Index Investing Symposium

    Shackleton, M. (Speaker)

    12/09/2018

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

  37. 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

  38. 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

  39. 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

  40. American Finance Association

    Raman, V. (Speaker)

    2018

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

  41. EEA - ESEM 2018

    Zhang, A. (Speaker)

    2018

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

  42. Finance-Econometrics Workshops at CREATES

    Nolte, S. (Speaker)

    2018

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

  43. Financial Econometrics Conference: Market Micro-structure

    Nolte, S. (Speaker)

    2018

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

  44. Limit Order Books and Derivative Markets

    Nolte, S. (Speaker)

    2018

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

  45. 2017

  46. 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

  47. 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

  48. 10th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  49. 11th Energy and Commodity Finance Conference

    Raman, V. (Speaker)

    2017

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

  50. 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

  51. CFE Conference

    Nolte, S. (Speaker)

    2017

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

  52. European Winter Meeting of the Econometric Society

    Zhang, A. (Speaker)

    2017

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

  53. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  54. Faculty Seminar

    Nolte, S. (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  55. Financial Management Association

    Raman, V. (Speaker)

    2017

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

  56. International Journal of Forecasting (Journal)

    Taylor, S. (Peer reviewer)

    2017

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

  57. Swiss Finance Institute Research Day

    Zhang, A. (Speaker)

    2017

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

  58. 2016

  59. 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

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