Special Issue "Empirical Finance Research"
Deadline for manuscript submissions: closed (1 September 2021) | Viewed by 5892
Interests: applied time series analysis; empirical finance; data science; international financeapplied time series analysis; empirical finance; data science; international finance
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There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Topical Collection focuses on the broad topic of “Empirical Finance.” It includes novel empirical research associated with financial data. Some examples include the application of novel empirical techniques, such as machine learning, data mining, algorithm trading, multivariate GARCH models, wavelet transform, copula, time-varying VAR, and high-frequency trading to financial data. The Topical Collection includes contributions on empirical finance, such as asset pricing models, volatility modeling, market efficiency, market microstructure, portfolio theory and asset allocation, return predictability, liquidity risk premium, systemic risk, financial crisis, contagion, cryptocurrencies, and financialization of commodity markets.
Prof. Dr. Shigeyuki Hamori
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1200 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- Machine learning
- Data mining
- Algorithmic trading
- Multivariate GARCH
- Wavelet transform
- High-frequency trading
- Asset pricing models
- Volatility modeling
- Market efficiency
- Market microstructure
- Portfolio theory and asset allocation
- Return predictability
- Liquidity risk premium
- Systemic risk
- Financial crisis
- Financialization of commodity markets