Skip to main content

Econometrics and Financial Data Science conference at the ICMA Centre

The ICMA Centre at Henley Business School hosted the first edition of the Econometrics and Financial Data Science conference on 2 November 2017. Financial data science is an emerging field that uses novel datasets and technologies made possible through recent advances in computer science to answer important financial questions.

Econometrics event 34

The ICMA Centre at Henley Business School hosted the first edition of the Econometrics and Financial Data Science conference on 2 November 2017. Financial data science is an emerging field that uses novel datasets and technologies made possible through recent advances in computer science to answer important financial questions.

The workshop drew together academics and practitioners to discuss key issues around this area. The participants came from different institutions, such as the VU University Amsterdam, Toulouse Business School, University College Dublin, Loughborough University and the University of Stirling. Attendants shared their knowledge about all areas of finance, including bankruptcy and financial distress, corporate governance, and the impact of politicians on company prices.

Dr Chardin Wese, Lecturer in Finance at the ICMA Centre and primary local organizer of the event, said: "It was a really interesting event. The papers covered a good variety of topics. For instance, Prof. Ser-Huang Poon, from the University of Manchester, showed how big data techniques could be used in the context of corporate social responsibility reporting. There was a session on alternative data. For instance, Rui Fan analysed the impact of Donald Trump’s social media activity on the stock market. More precisely, the paper asks the question: Does @realDonaldTrump affect stock prices? This is a nice example of how new data can be used to shed light on interesting questions. I very much look forward to the next event."

Published 6 November 2017

You might also like

The ICMA Centre welcomes new academics

12 August 2013
The ICMA Centre is delighted to welcome four new leading academics to our teaching staff for the new academic year, starting in October 2013. Prof. Michael Clements will join as a Professor of Econometrics and Dr Andreas G.F. Hoepner will join as an Associate Professor of Finance. Dr Yeqin Zeng and Rohit Sonika have also been appointed Lecturers in Finance.

A supplementary note on the systemic importance of collateral and the role of the repo market

10 May 2013
A new supplementary paper from the ICMA’s European Repo Council, written by Richard Comotto, explains the importance of collateral to the stability and efficiency of the financial system. The paper highlights how the proposed Financial Transaction Tax (FTT) would impact the movement of collateral, posing significant systemic risks and interrupting the flow of money between banks, to governments and to the real economy.

Banks leaving Brexit Britain: How 'hard' can it be?

20 January 2017
Following UK Prime Minister Theresa May's 'hard' Brexit announcement, in which the UK is set to leave the EU single market, Associate Professor of Finance Dr Andreas Hoepner shares his thoughts on the claims that a number of key banks in the city will relocate jobs from London to other EU countries: