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Econometrics and Financial Data Science conference at the ICMA Centre

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

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