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Special Issue "Empirical Finance"
Deadline for manuscript submissions: closed (31 December 2018).
A printed edition of this Special Issue is available here.
Interests: applied 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 Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. Articles on application of novel empirical techniques such as copula analysis, wavelet transform, machine learning, and analysis of tick data are welcome.
The Special Issue could include contributions on empirical finance, such as market efficiency, market microstructure, event study, portfolio theory and asset allocation, asset pricing models, stock return predictability, and volatility modeling.
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 papers will be 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 quarterly 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 1000 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.
- Wavelet transform
- Machine learning
- Tick data
- Market efficiency
- Market microstructure
- Event study
- Portfolio theory and asset allocation
- Asset pricing models
- Stock return reducibility
- Volatility modeling