Journal of Empirical Finance is a financial economics journal that aims to publish high-quality empirical financial articles. Empirical finance is broadly defined as any type of empirical work in financial economics, financial econometrics, and theoretical work with clear empirical implications, even without empirical analysis. It not only focuses on the development of theory, but also emphasizes the practical application of empirical research. As an important academic journal focused on empirical research in finance, it provides a platform for financial scholars and practitioners to share and exchange research results, playing an important role in promoting the research and development of finance.
实证金融杂志(Journal Of Empirical Finance)是一本由Elsevier出版的一本Multiple学术刊物，主要报道Multiple相关领域研究成果与实践。本刊已入选、社会科学引文索引（SCIE）来源期刊，该刊创刊于1992年，出版周期5 issues/year。2021-2022年最新版WOS分区等级：Q2，2023年发布的影响因子为2.1，CiteScore指数3.4，SJR指数0.927。本刊非开放获取期刊。 《实证金融杂志》是一本金融经济学期刊，旨在发表高质量的实证金融文章。实证金融学被广义地解释为包括金融经济学、金融计量经济学中的任何类型的实证工作，以及具有明确实证含义的理论工作，即使没有实证分析。它不仅关注理论的发展，更注重实证研究的实际应用。作为一份专注于金融实证研究的重要学术期刊，它为金融学者和从业者提供了一个分享和交流研究成果的平台，对于推动金融学的研究和发展起到了重要的作用。
Conditional Tail-Risk in Cryptocurrency Markets
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.11.002
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.007
Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.007
Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.004
Portfolio concentration and mutual fund performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.006
Investor sentiment, SEO market timing, and stock price performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.008
Optimal Granularity for Portfolio Choice
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.005
Asset Pricing with Extreme Liquidity Risk
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.09.002
Dividend Growth and Return Predictability: A Long-Run Re-Examination of Conventional Wisdom
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.002
Financial literacy and household finances: A Bayesian two-part latent variable modeling approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.002
Why do institutions like corporate social responsibility investments? evidence from horizon heterogeneity
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.010
Are Capital Requirements on Small Business Loans Flawed
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.05.001
The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.007
Stock returns and real growth: A Bayesian nonparametric approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.005
Alpha momentum and alpha reversal in country and industry equity indexes
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.003
The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.001
Range-based DCC models for covariance and value-at-risk forecasting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.004
Do institutional investors still encourage patent-based innovation after the tech bubble period?
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.003
Dynamic portfolio allocation with time-varying jump risk
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.003
Behavioral Biases of Informed Traders: Evidence from Insider Trading on the 52-Week High
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.007
In search of the optimal number of fund subgroups
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.002
Balanced predictive regressions
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.09.001
Fundamental strength and short-term return reversal
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.02.006
Cross-sectional return dispersion and currency momentum
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.002
Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.002
How do disposition effect and anchoring bias interact to impact momentum in stock returns
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.007
On the robustness of the principal volatility components
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.006
Overconfidence, position size, and the link to performance
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.001
Debt specialization and performance of European firms
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.008
The Fisher puzzle, real rate anomaly, and Wicksell effect
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.003
Fat-finger event and risk-taking behavior
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.004
Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.06.003
Daily expectations of returns index
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.004
Information uncertainty and the pricing of liquidity
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.005
Order price clustering, size clustering, and stock price movements: Evidence from the Taiwan Stock Exchange
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.005
Improved method for detecting acquirer fixed effects
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2018.12.003
Investor Target Prices
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.009
A multiple regime extension to the Heston-Nandi GARCH(1,1) model
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.05.004
Decomposing mutual fund alpha into security selection and security weighting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.03.001
Estimation and model-based combination of causality networks among large US banks and insurance companies
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.008
Limits to arbitrage and CDS–bond dynamics around the financial crisis
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.003
The role of technical indicators in exchange rate forecasting
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.004
Expected and realized returns in conditional asset pricing models: A new testing approach
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.04.001
Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.01.011
Bond and option prices with permanent shocks
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.010
Exponential smoothing of realized portfolio weights
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.07.006
Horizontal Industry Relationships and Return Predictability
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.08.002
Using extracted forward rate term structure information to forecast foreign exchange rates
来源期刊：Journal of Empirical FinanceDOI：10.1016/J.JEMPFIN.2019.05.002
Perceived information, short interest, and institutional demand
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.08.006
What causes the asymmetric correlation in stock returns
来源期刊：Journal of Empirical FinanceDOI：10.1016/j.jempfin.2019.10.001
