Celebrating Campbell-Lo-MacKinlay

On May 4-5, together with Albert Menkveld I organized the Conference on the Econometrics of Financial Markets at Stockholm Business School. The conference celebrated the 20th anniversary of an influential book on financial econometrics, published in 1997 by John Campbell, Andrew Lo, and Craig MacKinlay.

IMG_5760The conference featured keynote speeches by John Campbell and Andrew Lo, as well as presentations of academic papers at the research frontier of financial markets. The topics covered included the automatization of financial markets, systemically important financial institutions, network effects in financial markets, and the intriguing question whether finance can cure cancer.

More info about the event, including the program, is here: sbs.su.se/EFM2017