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The Society for Financial Econometrics (SoFiE)

SoFiE is a global network of academics and practitioners dedicated to sharing research and ideas in financial econometrics.


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.


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Journal of Financial Econometrics (JFEC)

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

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SoFiE Lecture Series

The Society for Financial Econometrics is pleased to announce the creation of a new Invited Lecture Series. The lectures are recorded and posted on the SoFiE website, and members of the Society will be able to follow them via live streaming. The prestigious series will feature leading scholars in financial econometrics.

SoFiE Lectures
SoFiE25Paris

Seventeenth Annual SoFiE Conference

Hosted by: ESSEC Business School, Cergy Campus; Paris, France | Date: June 10-12, 2025, Pre-Conference June 9, 2025 Conference Location: ESSEC Business School, Cergy Campus; Paris, France

SoFiE Events