Journal of Empirical Finance IS is increased by a factor of 0.02 and approximate percentage change is 0.68% when compared to preceding year 2020, which

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and Terms of Use. Then, this study established six hypotheses to investigate the effects of corporate governance on institutional investors shareholdings. This special issue is a collection of 16 articles on empirical finance and one book review.

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Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. 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.

Aggressive IPOs perform very poorly later and earn severe negative stock returns up to three years after going public.

The overall rank of Journal of Empirical Finance is 3080.

In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various financial indicators.

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By using our site, you acknowledge that you have read and understand our Privacy Policy Data mining models tend to be overfitted. The informativeness of financial reports has been of a great importance to both investors and academics. In our first method, we propose a novel structure that uses the word information and the machine learning method effectively in this task.

Journal of Empirical Finance is published by Elsevier.

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* Required, Email(will not be published) Will the housing prices affect the bank credit system if the market collapses? The Special Issue could include contributions on empirical finance, such as market efficiency, market microstructure, event study, portfolio theory and asset allocation, asset pricing models, stock return predictability, and volatility modeling.

We provide new evidence on the relationship between earnings management and the long-term performance of IPOs as we test the issue with a methodology that has not been applied so far for issues in Poland.

On the other hand, (3) is a phenomenon observed during the sample period after the GFC, suggesting that it reflects investors behavior of flight to quality. impact score may rise in 2022 as well. It is used for the recognition of journals, newspapers, periodicals, and magazines in all kind of forms, be it print-media or electronic.

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amse However, domestic and foreign institutional investors have distinct opinions regarding independent director ratios. 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.

Among non-financial factors only two of them were important: the sector of activity and employment. The time. permission provided that the original article is clearly cited.

The Article Processing Charge (APC) for publication in this open access journal is 1200 CHF (Swiss Francs). Each subject category of journals is divided into four quartiles: Q1, Q2, Q3, Q4. We also observe a major decrease of dependency from 2007 to 2018 in three one-to-one dependence structures. The ISSN of Journal of Empirical Finance journal is 9275398. It is based on Scopus data and can be a little higher or different compared to the impact factor (IF) produced by Journal Citation Report. 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. SJR acts as an alternative to the Journal Impact Factor (or an average number of citations received in last 2 years). If the same upward trend persists, Simultaneously, we developed a bidirectional Long Short-Term Memory (LSTM) based method to calculate cross-lingual semantic text similarity for long text and short text, respectively.

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10. All types of documents are considered, including citable and non citable documents. According to SCImago Journal Rank (SJR), this journal is ranked 1.196. Does bank credit influence housing prices? Papers are submitted upon individual invitation or recommendation by the scientific editors and undergo peer review

Earnings are crucial for evaluating future prospects and determining company value, especially around milestone events such as initial public offerings (IPO). Graduate School of Economics, Kobe University, Rokkodai, Nada-Ku, Kobe 657-8504, Japan. licensed under CC BY-SA.

It is essential to understand that the acceptance rate/rejection rate of papers varies among journals. Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). The overall rank of Journal of Empirical Finance is 3080.

All manuscripts are thoroughly refereed through a single-blind peer-review process. We propose a novel approach that combines random forests and the wavelet transform to model the prediction of currency crises. Scimago Journal & Country Rank (SJR), https://www.scimagojr.com/, Journal Impact Factor, https://clarivate.com/. In order to be human-readable, please install an RSS reader. Data Source: Scopus, Explore, visually communicate and make sense of data with our, Metrics based on Scopus data as of April 2022. Please note that many of the page functionalities won't work as expected without javascript enabled. We call the coefficients utilities of international currencies. Specifically, liquidity shortage in terms of an international currency means that it is inconvenient for economic agents to use the relevant currency for international economic transactions. We also use variable importance measures to find that wavelet predictors are key predictors of crises.

ISSN stands for International Standard Serial Number.

This study discovered that a nonlinear relationship exists between the domestic institutional investors shareholdings. ACM International Collaboration accounts for the articles that have been produced by researchers from several countries.

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Finance') is well recommended and approved for the purpose of indexing, abstraction, referencing and citing goals.

http://www.sciencedirect.com/science/article/pii/S0927539812000837, Also in: Chicago Booth School of Business Finance Research Papers http://papers.ssrn.com/sol3/JELJOUR_Results.cfm?form_name=journalBrowse&journal_id=925828.

Articles on application of novel empirical techniques such as copula analysis, wavelet transform, machine learning, and analysis of tick data are welcome. We use cookies on our website to ensure you get the best experience. Springer

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This study analyzes default payment data and compares the prediction accuracy and classification ability of three ensemble-learning methodsspecifically, bagging, random forest, and boostingwith those of various neural-network methods, each of which has a different activation function. Rather than the speed of the Securities Information Processor (SIP), we. By taking advantage of multi-lingual text resources provided by Thomson Reuters News, we developed two estimation algorithms for extracting cross-lingual news pairs from multilingual text resources. The content is six articles on machine learning, five articles based on traditional econometric analysis, and five articles on emerging markets.

http://www.journals.elsevier.com/journal-of-empirical-finance/.

shows a rising trend. The managerial ownership ratio and blockholder ownership ratio have positive effects both on domestic and foreign institutional investors.

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. Manuscripts can be submitted until the deadline. [], The statements, opinions and data contained in the journal, 1996-2022 MDPI (Basel, Switzerland) unless otherwise stated. What Determines Utility of International Currencies? A lot of strategies for Take Profit and Stop Loss functionalities have been propounded and scrutinized over the years. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI. This journal has an h-index of 80. Please visit the Instructions for Authors page before submitting a manuscript. We use first differences to highlight not only the divergence between the direct feeds and the SIP, but also the fundamental inaccuracy of the SIP. It means 80 articles of this journal have more than 80 number of citations.

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Submissions in any field of finance, corporate, international, asset pricing, market microstructure, etc. The impact score (IS) 2021 of Journal of Empirical Finance is 2.98, which is computed in 2022 as per its definition. Empirical finance is interpreted broadly to include any type of empirical work in financial economics, financial econometrics, and also theoretical work with clear empirical implications, even when there is no empirical analysis. Please let us know what you think of our products and services. This study discusses the institutional investors shareholding base on corporate governance system in Taiwan.

The ISSN of Journal of Empirical Finance is 9275398.

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Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year.

Some Journals considers all the manuscripts submissions as a basis of acceptance rate computation.

The Journal of Empirical Finance is a financial economics journal whose aim is to publish high quality articles in empirical finance. Does not allow reviews to be publicly displayed, Only allows reviewers to display the journal they reviewed for.

Register now to let Journal of Empirical Finance know you want to review for them. Name Then, this study established six hypotheses to investigate the effects of corporate governance on institutional investors shareholdings. This website uses cookies to improve your experience.

The IS0 4 standard abbreviation of Journal of Empirical Finance is J. Empir.

Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

For We are also particularly interested in work produced by young scholars. 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.

Proper credit-risk management is essential for lending institutions, as substantial losses can be incurred when borrowers default.

2022 www.resurchify.com All Rights Reserved. In this paper, we investigate what determines the utility of international currencies. All submissions that pass pre-check are peer-reviewed. They founded a new corporation, Clarivate, which is now the publisher of the JCR. This Special Issue focuses on the broad topic of Empirical Finance and includes novel empirical research associated with financial data.

AESTIMATIO-THE IEB INTERNATIONAL JOURNAL OF FINANCE. IS 2021 of Journal of Empirical Finance is 2.98. The panel data regression model and piecewise regression model were adopted to determine whether six hypotheses are supported. Authors may use MDPI's

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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.

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