This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the first quarter of 2000 to the fourth quarter of 2014. Visit to the official website of the journal/ conference to check the details about call for papers. The IS0 4 standard abbreviation of Journal of Empirical Finance is J. Empir. This website uses cookies to improve your experience. Hence, it can provide a rough estimation only. In this research, two estimation algorithms for extracting cross-lingual news pairs based on machine learning from financial news articles have been proposed. The panel. MITPress. It means 80 articles of this journal have more than 80 number of citations. In this paper the sample of 806 small enterprises were analyzed. The Feature Paper can be either an original research article, a substantial novel research study that often involves Results show that simple models are as good as more complex model. articles published under an open access Creative Common CC BY license, any part of the article may be reused without The service is developed and maintained by the International Academy of Science, Engineering, and Technology (ASET).

10. Follow insiders at firms that spend on advertising, Science X Daily and the Weekly Email Newsletter are free features that allow you to receive your favorite sci-tech news updates in your email inbox. Copyright document.write(new Date().getFullYear()), Where2Submit. in a journal/conference in the past two years have been cited in the current year (i.e., Cites / Doc. Subscribe to receive issue release notifications and newsletters from MDPI journals, You can make submissions to other journals. Does bank credit influence housing prices? We use the normal, Students t, rotated Gumbel, and symmetrized Joe-Clayton (SJC) copula models to estimate the underlying dependence structure in two periods: one covering the global financial crisis and the other covering the domestic share market crash in China. Looking for a stock tip? This abbreviation ('J. We propose a novel approach that combines random forests and the wavelet transform to model the prediction of currency crises. The empirical findings make two key contributions. Deadline for manuscript submissions: closed (31 December 2018) | Viewed by 43439. Journal of Empirical Finance is published by Elsevier. The time it takes from manuscript submission to final publication. This paper investigates the impact of exchange rate volatility on exports in Vietnam using quarterly data from the first quarter of 2000 to the fourth quarter of 2014. (This article belongs to the Special Issue, In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various financial indicators. Journal of Empirical Finance. Visit our dedicated information section to learn more about MDPI. In particular, we find that real exchange rate appreciation and overvaluation, which are measured over a horizon of 1632 months, are the most important. This paper proposes a novel approach, based on convolutional neural network (CNN) models, that forecasts the short-term crude oil futures prices with good performance. Then, this study established six hypotheses to investigate the effects of corporate governance on institutional investors shareholdings.

The chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. Journal Of Empirical Finance is a research journal that publishes research related to Finance. Two hypothesis were verified: (i) not only financial ratios but also non-financial factors matter for small enterprise survival, and (ii) advanced statistical models and data mining techniques only insignificantly increase the prediction accuracy of small enterprise failures. Then, this study established six hypotheses to investigate the effects of corporate governance on institutional investors shareholdings. According to SCImago Journal Rank (SJR), this journal is ranked 1.196. This special issue provides a state-of-the-art overview of empirical finance from economic, financial, and technical points of view. The Journal of Empirical Finance is a financial economics journal whose aim is to publish high quality articles in empirical finance. The impact factor was devised by Eugene Garfield, the founder of the Institute for Scientific Information (ISI) in Philadelphia. Researchers at the University of Luxembourg are warning of an overheating art market, one of the fastest-growing investment sectors of the past decade, after applying a new bubble detection method analysing millions of auction (Phys.org)It's a popular and successful strategy for many investors: Follow the trades made by corporate insiders, those high-level officials who often have informational advantages about their company. progress in the field that systematically reviews the most exciting advances in scientific literature.

shows a rising trend. We show that Beijing Bank is less dependent on the other two city banks than Nanjing Bank, which is dependent on the other two in share price extreme returns. Coverage history of this journal is as following: 1993-2021.

In our study, we confirm that artificial intelligence (AI)-based deep-learning approaches can provide more accurate forecasts of short-term oil prices than those of the benchmark Naive Forecast (NF) model. The purpose is to have a forum in which general doubts about the processes of publication in the journal, experiences and other issues derived from the publication of papers are resolved. This paper employs the two-step procedure to analyze the causality-in-mean and causality-in-variance between the housing and stock markets of the UK. We'll assume you're ok with this, but you can opt-out if you wish. Finally, the corporate governance did not improve institutional investors shareholdings during financial crisis periods; instead, they paid more attention to firm profits or other characteristics. The demand or interest of researchers/scientists in publishing in a specific Journal/Conference.

It is based on the idea that 'all citations are not created equal'. The time. The Journal welcomes high quality articles in empirical finance. The impact score (IS) 2021 of Journal of Empirical Finance is 2.98, which is computed in 2022 as per its definition.

In other words, liquidity shortages might reduce the utility of an international currency. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journals documents. They founded a new corporation, Clarivate, which is now the publisher of the JCR. Every second, innumerable text data, including all kinds news, reports, messages, reviews, comments, and tweets are generated on the Internet, and.

Relying on Trade and Quote data, we provide various measures of SIP latency relative to high-speed data feeds between exchanges, known as direct feeds. No special It considers the number of citations received by a journal and the importance of the journals from where these citations come. The time series show that the utility of the US dollar as an international currency has remained in the first position in the changing international monetary system despite of the fact that the euro was created as a single common currency for European countries. Data mining models tend to be overfitted. English editing service prior to publication or during author revisions.

The best quartile for this journal is Q1. The organization or individual who handles the printing and distribution of printed or digital publications is known as Publisher. Each subject category of journals is divided into four quartiles: Q1, Q2, Q3, Q4. Our classification model of random forests, built using both standard predictors and wavelet predictors, and obtained from the wavelet transform, achieves a demonstrably. We aim to study the dynamic relationship between housing prices and bank credit in China from the second quarter of 2005 to the fourth quarter of 2017 by using a time-varying parameter vector autoregression (VAR) model with stochastic volatility.

If you are an administrator for Journal of Empirical Finance, please get in touch to find out how you can verify the contributions of your editorial board members and more. What Determines Utility of International Currencies?

The Journal of Empirical Finance is indexed in: An indexed journal means that the journal has gone through and passed a review process of certain requirements done by a journal indexer. paper provides an outlook on future directions of research or possible applications. Ae4ria also supports the following Science-Innovation-Policy Networks: European Association of Environmental and Resource Economists (EAERE), Sustainable Development Solutions Network, Sustainable Development Solutions Network Europe, Sustainable Development Solutions Network Greece.

The sample was 4760 Taiwanese companies from 2005 to 2012. The ISSN of Journal of Empirical Finance journal is 9275398. First, although previous studies have indicated a one-way causal relation from the housing market to the stock market in the UK, this paper discovered a two-way causal relation between them. Find support for a specific problem in the support section of our website. In this paper, we investigate what determines the utility of international currencies. The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. However, domestic and foreign institutional investors have distinct opinions regarding independent director ratios. In this research, two estimation algorithms for extracting cross-lingual news pairs based on machine learning from financial news articles have been proposed. Visit the official website of the journal/conference to check the further details about the call for papers. Rather than the speed of the Securities Information Processor (SIP), we. Help us to further improve by taking part in this short 5 minute survey, Special Issues, Collections and Topics in MDPI journals, Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions, Effect of Corporate Governance on Institutional Investors Preferences: An Empirical Investigation in Taiwan, Predicting Micro-Enterprise Failures Using Data Mining Techniques, Is Window-Dressing around Going Public Beneficial?

Search About Journals, Conferences, and Book Series, Journal of Empirical Finance - Impact Factor, Ranking, SJR, h-index, Citescore, Rating, Publisher, ISSN, and Other Important Details, Economics and Econometrics (Q1); Finance (Q1). Evolution of the number of published documents. permission is required to reuse all or part of the article published by MDPI, including figures and tables. This type of

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Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Where2Submit is a free index and search service for academic publications and events. The Journal of Empirical Finance is a reputed research journal. Housing prices in China have been rising rapidly in recent years, which is a cause for concern for Chinas housing market.

The empirical findings make two key contributions. For the first time, to the best of our knowledge, we implement a combination of an adaptive MACD Expert Advisor that uses back-tested optimized parameters per asset with price levels defined by the ATR indicator, used to set limits for Stop Loss. The overall rank of Journal of Empirical Finance is 3080. Elsevier The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from Consequently, statistical methods that can measure and analyze credit risk objectively are becoming increasingly important. Housing prices in China have been rising rapidly in recent years, which is a cause for concern for Chinas housing market. We use cookies on our website to ensure you get the best experience.

This special issue is a collection of 16 articles on empirical finance and one book review.

We can put registered members of Publons' reviewer community in touch with partnered journals they would like to review for. The informativeness of financial reports has been of a great importance to both investors and academics. This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. Earnings are crucial for evaluating future prospects and determining company value, especially around milestone events such as initial public offerings (IPO). those of the individual authors and contributors and not of the publisher and the editor(s). Once the true earnings performance is revealed over time, the market makes downward price corrections. Note: The impact score shown here is equivalent to the average number of times documents published This study analyzes default payment data and compares the prediction accuracy. In this paper, we examine various strategies added to a simple MACD automated trading system and used on selected assets from Forex, Metals, Energy. It is used to measure the importance or rank of a journal by calculating the times its articles are cited.