Econometric Research in Finance

The Journal for empirical studies in finance and economics. We aim to promote modern quantitative methods and their applications in finance.

[Econometric Research in Finance @ERFINJournal]

📬 Call for Papers: Vol. 11, No. 1 (2026) - Spring Issue
We invite submissions to our upcoming issue.
🔗 Submit here: https://t.co/yKXtLX3Bb1
✉️ [email protected]

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Beyond Stylised Facts: Hybrid Detection of Data Anomalies in the Zimbabwe Stock Market Returns" by Godfrey Mtunzi, Caston Sigauke, Edson Mbedzi, and Noble Malungiza.
🔗 https://t.co/kwpgAe1Nn6

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Inflation Thresholds, Financial Inclusion, and the Access to Clean Energy in the Household: Evidence from Africa Using Quantile Regression" by Chimere Iheonu, Charles Mbohwa, and Godfrey Ihedimma.
🔗 https://t.co/hNc1710aOF

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "A Comparative Study of an LLM-Based Agent in Synthetic Markets with Memory" by Eder Johnson de Area Leão Pereira and Alan Moura Freitas.
🔗 https://t.co/iY6kutVFQz

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Investigating the Effects of Remittance Inflow and Tourism on Trade in Nigeria" by Obed I. Ojonta and Jonathan E. Ogbuabor.
🔗 https://t.co/gWrPHc6hUg

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Modelling Financial Risk in the South African Stock Market: An Application of the Generalised Extreme Value Distribution (GEVD)" by Owen Jakata and Delson Chikobvu.
🔗 https://t.co/UeromTPnVi

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "A Comparison of Value and Growth Investment Strategies Using the Hidden Markov Model With Switching and the Kaplan-Meier Method" by Tsumbedzo Mashamba, Modisane Seitshiro, and Isaac Takaidza.
🔗 https://t.co/kyotmWbCtU

[Econometric Research in Finance @ERFINJournal]

We invite submissions to the new issue. Vol 10 No 2 (2025): Fall Issue. You can make your submission here: https://t.co/yKXtLX490z or via e-mail: [email protected].

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Degree of (In)Efficiency in the Stock Market: Do Price-Earnings Ratios Matter?" by Edson Zambon Monte and Ricardo Ramalhete Moreira.
🔗 https://t.co/fxtWcTTvqA

[Econometric Research in Finance @ERFINJournal]

📢 Just Published: "Are EBA Banking Sector's Stress Test Results Country or Ownership Specific?" by Zuzanna Wośko.
🔗 https://t.co/pYNs3EUFCq

[Econometric Research in Finance @ERFINJournal]

We invite submissions to the new issue. Vol 9 No 2 (2024): Fall Issue. You can make your submission here: https://t.co/yKXtLX490z or via e-mail: [email protected].

[Econometric Research in Finance @ERFINJournal]

A new article is here: "A Note on Natural Gas Price Transmission from TTF to Other European Hubs" by Michał Rubaszek. https://t.co/U9PK2zr32Z

[Econometric Research in Finance @ERFINJournal]

A new article is here: "Domestic Interest Rate and Capital Inflows Policy in Nigeria" by Innocent Chile Nzeh, Uche Collins Nwogwugwu, Maria Chinecherem Uzonwanne, Chika Priscilla Imoagwu, and Edwin Udochukwu Nwachukwu. https://t.co/dbmjSZbZLA

[Econometric Research in Finance @ERFINJournal]

A new article is here: "ACD Modeling High-Frequency FX and Market Microstructure" by Jorge Esteban Hernández. https://t.co/p7YeSBFDHc

[Econometric Research in Finance @ERFINJournal]

We invite submissions to the new issue. Vol 9 No 1 (2024): Spring Issue. You can make your submission here: https://t.co/yKXtLX490z or via e-mail: [email protected].

[Econometric Research in Finance @ERFINJournal]

A new article is here. "Pricing Options Embedded in Corporate Bonds Using the Binomial Method" by Qi Liu. https://t.co/NCpw34CvQK

[Econometric Research in Finance @ERFINJournal]

A new article is here. "On Interaction of the Green Growth and Environmental Quality in ECOWAS: Environmental Regulation" by Rahman Olanrewaju Raji. https://t.co/cOo166dTtS

[Econometric Research in Finance @ERFINJournal]

A new article is here. "Which Uncertainty Measure is Most Informative? A Time-varying Connectedness Perspective" by Karol Szafranek, Michał Rubaszek, and Gazi Salah Uddin. https://t.co/8PXpZiOOxG

[Econometric Research in Finance @ERFINJournal]

We invite submissions to the new issue. Vol 8 No 1 (2023): Spring Issue. You can make your submission here: https://t.co/yKXtLX3Bb1 or via e-mail: [email protected].

[Econometric Research in Finance @ERFINJournal]

A new article is here. "Overlapping Observations in Credit Risk Models" by Dobromił Serwa. https://t.co/aPSw2GNmfO