Empirical Finance

Empirical Finance

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. One example i...

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Bibliographic Details
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
algorithmic trading
ARDL
asset pricing model
asymmetric dependence
ATR
bagging
bank credit
bankruptcy prediction
boosting
causality-in-variance
city banks
cointegration
convolutional neural networks
copula
credit risk
cross-correlation function
crude oil futures prices forecasting
currency crisis
data mining
deep learning
deep neural network
dependence structure
earnings management
earnings manipulation
earnings quality
ensemble learning
exchange rate
exports
financial and non-financial variables
financial market stress
flight to quality
futures market
global financial crisis
gold return
housing and stock markets
housing loans
housing price
inertia
initial public offering
institutional investors' shareholdings
IPO
Japanese yen
latency
liquidity risk premium
LSTM
MACD
machine learning
market microstructure
n/a
natural gas
neural network
panel data model
piecewise regression model
predictive accuracy
price discovery
quantile regression
random forest
random forests
real estate development loans
robust regression
short-term forecasting
spark spread
statistical arbitrage
stop loss
structural break
SVM
take profit
text mining
text similarity
TVP-VAR model
US dollar
utility of international currency
Vietnam
volatility
wavelet transform
wholesale electricity
Online Access:Open Access: DOAB: description of the publication
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