04049nam 2201201z- 450 991034667520332120210211(CKB)4920000000094915(oapen)https://directory.doabooks.org/handle/20.500.12854/46295(oapen)doab46295(EXLCZ)99492000000009491520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierEmpirical FinanceMDPI - Multidisciplinary Digital Publishing Institute20191 online resource (276 p.)3-03897-706-3 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.algorithmic tradingARDLasset pricing modelasymmetric dependenceATRbaggingbank creditbankruptcy predictionboostingcausality-in-variancecity bankscointegrationconvolutional neural networkscopulacredit riskcross-correlation functioncrude oil futures prices forecastingcurrency crisisdata miningdeep learningdeep neural networkdependence structureearnings managementearnings manipulationearnings qualityensemble learningexchange rateexportsfinancial and non-financial variablesfinancial market stressflight to qualityfutures marketglobal financial crisisgold returnhousing and stock marketshousing loanshousing priceinertiainitial public offeringinstitutional investors' shareholdingsIPOJapanese yenlatencyliquidity risk premiumLSTMMACDmachine learningmarket microstructuren/anatural gasneural networkpanel data modelpiecewise regression modelpredictive accuracyprice discoveryquantile regressionrandom forestrandom forestsreal estate development loansrobust regressionshort-term forecastingspark spreadstatistical arbitragestop lossstructural breakSVMtake profittext miningtext similarityTVP-VAR modelUS dollarutility of international currencyVietnamvolatilitywavelet transformwholesale electricityHamori Shigeyukiauth1265785BOOK9910346675203321Empirical Finance3028039UNINA