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.


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 Eric Ghysels, Bryan Kelly, Ekaterina Smetanina and Dacheng Xiu.

Next Event:

Fourteenth Annual SoFiE Conference

SoFiE congratulates the winners of the SoFiE 2022 "Best Paper" awards from the Fourteenth Annual SoFiE Conference hosted by the The Janeway Institute, Cambridge Endowment for Research in Finance (CERF), Centre for Microdata Methods and Practice (cemmap) at the University of Cambridge:

Post-Conference:
Aditya Chaudhry. “Great Expectations? The Causal Impact of Subjective Expected Returns on Asset Prices”

Conference:
Torben Andersen, Raul Riva, Martin Thyrsgaard and Viktor Todorov. “Intraday Cross-Sectional Distributions of Systematic Risk."

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