04018nam 2201177z- 450 991034667520332120240107231950.0(CKB)4920000000094915(oapen)https://directory.doabooks.org/handle/20.500.12854/46295(EXLCZ)99492000000009491520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierEmpirical FinanceMDPI - Multidisciplinary Digital Publishing Institute20191 electronic 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.short-term forecastingwavelet transformIPOvolatilityUS dollarinstitutional investors’ shareholdingsneural networkfinancial market stressmarket microstructuretext similarityTVP-VAR modelJapanese yenconvolutional neural networksglobal financial crisisdeep neural networkcross-correlation functionboostingcausality-in-varianceflight to qualitybaggingearnings qualityalgorithmic tradingstop lossstatistical arbitrageensemble learningliquidity risk premiumgold returnfutures markettake profitcurrency crisisspark spreadcity bankspiecewise regression modelfinancial and non-financial variablesexportsdata mininglatencycrude oil futures prices forecastingrandom forestswholesale electricitySVMrandom forestbank creditdeep learningVietnaminertiaMACDinitial public offeringtext miningbankruptcy predictionexchange rateasset pricing modelLSTMpanel data modelstructural breakcredit riskhousing and stock marketscopulaARDLearnings manipulationmachine learningnatural gashousing priceasymmetric dependencereal estate development loansearnings managementcointegrationpredictive accuracyrobust regressionquantile regressiondependence structurehousing loansprice discoveryutility of international currencyATRHamori Shigeyukiauth1265785BOOK9910346675203321Empirical Finance3028039UNINA