Welcome!

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.

Join the SoFiE Facebook group at: http://www.facebook.com/groups/sofienyu/


Cover of the Journal of Financial Econometrics

Journal of Financial Econometrics (JFEC)

JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.


New SoFiE Seminar Series

SoFiE is pleased to announce the new Society for Financial Econometrics Seminar Series, featuring bi-monthly presentations of cutting-edge research by leading scholars in financial econometrics. Presentations are followed by discussion and audience participation. The SoFiE Seminar series is organized and moderated by Andrew Patton from Duke University.

Next Event:

Fourteenth Annual SoFiE Conference

SoFiE congratulates the winners of the SoFiE 2021 "Best Paper" awards from the Thirteenth Annual SoFiE Conference hosted by the UCSD Rady School of Business:

Pre-Conference:
Kristy Jansen. Long-term investors, demand shifts, and yields

Conference:
Raymond Kan, Xiaolu Wang and Xinghua Zheng. In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Mode

Fourteenth Annual SoFiE Conference
Sponsored by: Cambridge-INET, Faculty of Economics at the University of Cambridge, UK

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