Department of Economics and Finance hosts Annual SoFiE Conference at CityU

Professor Francis X. Diebold, one of the keynote speakers at the SoFiE Conference

The Department of Economics and Finance and the Global Research Unit co-organised the 9th Annual Society for Financial Econometrics (SoFiE) Conference at CityU in June 2016. Sponsored by the Hung Hing Ying and Leung Hau Ling Charitable Foundations, the four-day conference attracted over 140 local and overseas researchers from major research institutions, and discussed a series of compelling issues related to current financial econometrics.

Professor Yin-wong Cheung, Founding Director of the Global Research Unit and Hung Hing Ying Chair Professor of International Economics at the Department of Economics and Finance, together with other local organising committee members, Professor Giorgio Valente and Dr Daniel Preve, Professor and Assistant Professor from the Department of Economics and Finance respectively, and Dr Yingying Li, Associate Professor of The Hong Kong University of Science and Technology, contributed a tremendous effort to make the conference successful.

Keynote speakers included: Professor Francis X. Diebold, Paul F. and Warren S. Miller Professor of Economics, The Wharton School of the University of Pennsylvania; Professor René Garcia, Professor, EDHEC Business School; Professor Harrison Hong, John Scully '66 Professor of Economics and Finance, Princeton University; Mr Michael McCracken, Assistant Vice-President, Federal Reserve Bank of St. Louis; Prof Per Mykland, Robert M. Hutchins Distinguished Professor of Statistics and Finance, University of Chicago; Professor Olivier Scaillet, Professor of Finance and Statistics at the Geneva Finance Research Institute of University of Geneva and Senior Chair at Swiss Finance Institute; Professor Hao Zhou, Unigroup Chair Professor and Associate Dean at PBC School of Finance, Tsinghua University; and Mr Leong Cheung, Executive Director, Charities and Community, The Hong Kong Jockey Club.

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research findings and ideas in the field of financial econometrics. SoFiE is an independent nonprofit organisation, committed to promoting and expanding research and education by organising and sponsoring conferences, programmes and activities relating to the topic of finance.