Dr Manh Pham

Lecturer in Finance

Research Overview

Manh is a Lecturer (Assistant Professor) in Finance at Lancaster University. His research interests consist of financial econometrics, market microstructure, empirical asset pricing, high-frequency trading, options pricing, and time series analysis. He has published in the Journal of Econometrics, Journal of Financial Econometrics, Journal of Economic Dynamics and Control, and Journal of Forecasting.

2024 European Winter Meeting of the Econometric Society
Participation in conference -Mixed Audience

Guest Lecture: 3D Investing: Jointly Optimizing Return, Risk, and Sustainability
Participation in workshop, seminar, course

2024 Asia Meeting of the Econometric Society, East & Southeast Asia
Participation in conference -Mixed Audience

2023 European Winter Meeting of the Econometric Society (EWMES)
Participation in conference -Mixed Audience

Guest Lecture: Next-Gen Quant Investing
Participation in workshop, seminar, course

Finance Econometrics Conference to Mark Stephen Taylor's Retirement
Participation in conference -Mixed Audience

Guest Lecture: From Paper to Portfolio: The Theory and Practice of Factor Investing
Participation in workshop, seminar, course

3rd Frontiers of Factor Investing Conference
Participation in conference -Mixed Audience

Organizer, Volatility, Jumps and Bursts Workshop
Participation in conference -Mixed Audience

7th International Conference on Accounting and Finance
Participation in conference -Mixed Audience

Guest Lecture: Navigating the Factor Zoo Around the World
Participation in workshop, seminar, course

2021 Annual Conference of the International Association for Applied Econometrics (IAAE)
Participation in conference -Mixed Audience

2nd Frontiers in Factor Investing Conference
Participation in conference -Mixed Audience

Guest Lecture: From portfolio theory to the practice of quantitative investment management
Participation in workshop, seminar, course

12th Annual SoFiE Conference
Participation in conference -Mixed Audience

Asian Meeting of the Economic Society (AMES)
Participation in conference -Mixed Audience

11th French Econometrics Conference
Participation in conference -Mixed Audience

13th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience

4th International Conference on Accounting and Finance
Participation in conference -Mixed Audience

5th International Conference in Finance
Participation in conference -Mixed Audience

Econometric Society Australasian Meeting
Participation in conference -Mixed Audience

11th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience

CSIRO-Monash Superannuation Research Conference
Participation in conference -Mixed Audience

Dean's Award
Prize (including medals and awards)

Best paper award
Prize (including medals and awards)

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy