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 includes th...

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Hamori, Shigeyuki
Year of Publication:2019
Language:English
Physical Description:1 electronic resource (276 p.)
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spelling Hamori, Shigeyuki auth
Empirical Finance
MDPI - Multidisciplinary Digital Publishing Institute 2019
1 electronic resource (276 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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 includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency, market microstructure, portfolio theory and asset allocation, asset pricing models, liquidity risk premium, currency crisis, return predictability, and volatility modeling.
English
short-term forecasting
wavelet transform
IPO
volatility
US dollar
institutional investors’ shareholdings
neural network
financial market stress
market microstructure
text similarity
TVP-VAR model
Japanese yen
convolutional neural networks
global financial crisis
deep neural network
cross-correlation function
boosting
causality-in-variance
flight to quality
bagging
earnings quality
algorithmic trading
stop loss
statistical arbitrage
ensemble learning
liquidity risk premium
gold return
futures market
take profit
currency crisis
spark spread
city banks
piecewise regression model
financial and non-financial variables
exports
data mining
latency
crude oil futures prices forecasting
random forests
wholesale electricity
SVM
random forest
bank credit
deep learning
Vietnam
inertia
MACD
initial public offering
text mining
bankruptcy prediction
exchange rate
asset pricing model
LSTM
panel data model
structural break
credit risk
housing and stock markets
copula
ARDL
earnings manipulation
machine learning
natural gas
housing price
asymmetric dependence
real estate development loans
earnings management
cointegration
predictive accuracy
robust regression
quantile regression
dependence structure
housing loans
price discovery
utility of international currency
ATR
3-03897-706-3
language English
format eBook
author Hamori, Shigeyuki
spellingShingle Hamori, Shigeyuki
Empirical Finance
author_facet Hamori, Shigeyuki
author_variant s h sh
author_sort Hamori, Shigeyuki
title Empirical Finance
title_full Empirical Finance
title_fullStr Empirical Finance
title_full_unstemmed Empirical Finance
title_auth Empirical Finance
title_new Empirical Finance
title_sort empirical finance
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2019
physical 1 electronic resource (276 p.)
isbn 3-03897-706-3
illustrated Not Illustrated
work_keys_str_mv AT hamorishigeyuki empiricalfinance
status_str n
ids_txt_mv (CKB)4920000000094915
(oapen)https://directory.doabooks.org/handle/20.500.12854/46295
(EXLCZ)994920000000094915
carrierType_str_mv cr
is_hierarchy_title Empirical Finance
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