Can you please suggest me any latest research topic in the field of finance and stock market?
Dear Praveen,
Please refer to one of my latest coauthored papers published in an A* (A-Star) ranked journal, European Journal of Operational Research:
Al Janabi, Mazin A. M., Arreola Hernandez, Jose, Berger, Theo, Khuong Nguyen, Duc, “Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Conditions”, European Journal of Operational Research, Vol. 259, No. 3, pp. 1121-1131, 2017. [Publisher: Elsevier, Inc.]
Though the paper has been applied to financial and commodity assets, it can be tweaked a bit to apply it to other assets, including energy assets. You can extend the algorithm and make it applicable to your current research in machine learning, big data and smart financial applications.
In addition, please find below the information of two articles that can provide you with further directions on current and future research in your topics of interest.
1. Future directions in international financial integration research - A crowdsourced perspective.
2. Environmental finance_A research agenda for interdisciplinary finance research
Perhaps you can check also my other recent coauthored papers in:
· Physica A: Statistical Mechanics and its Applications.
· International Review of Financial Analysis.
1. Al Janabi, Mazin A. M., Ferrer, Roman, and Shahzad, Syed Jawad Hussain, “Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach”. Physica A: Statistical Mechanics and its Applications, Vol. 536, 122579, 2019.
[Publisher: Elsevier, Inc.]
2. Al Janabi, Mazin A. M., Grillini, Stefano, Sharma, Abhijit, Ozkan, Aydin, “Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model“. International Review of Financial Analysis, Vol. 64, pp. 145-158, 2019.
[Publisher: Elsevier, Inc.]
I hope it is useful!
Best Regards
Prof. Dr. Mazin A. M. Al Janabi
Full Professor of Finance & Banking and Financial Engineering
Tecnologico de Monterrey, EGADE Business School,
Santa Fe Campus, Mexico City, Mexico.
Some Hot Topics (environment and technology): Climate Risk, FinTech, Green Finance.
See https://elanalistaeconomicofinanciero.blogspot.com/2020/02/climate-risk-and-financial-risk.html
Some examples of traditional issues but still relevant today:
Analysis of stock market predictions techniques
The impact of information events to the stock market
Systematic Risk and Accounting Determinants
Regulation
Risk Management
The best, select your "interest words" and search "Literature Review" or "Systematic Review" about your topic of interest (from general topic to specific problem).
I hope that was helpful. Good luck with your choice of subject.
Kind regards.
review the Journal of Finance, Journal of econometrics, Econometrica, Journal of Business and many other well-known finance andeconometrics journal to find your latest research in the area of finance andstock market.
Dear Praveen,
Please refer to one of my latest coauthored papers published in an A* (A-Star) ranked journal, European Journal of Operational Research:
Al Janabi, Mazin A. M., Arreola Hernandez, Jose, Berger, Theo, Khuong Nguyen, Duc, “Multivariate Dependence and Portfolio Optimization Algorithms under Illiquid Market Conditions”, European Journal of Operational Research, Vol. 259, No. 3, pp. 1121-1131, 2017. [Publisher: Elsevier, Inc.]
Though the paper has been applied to financial and commodity assets, it can be tweaked a bit to apply it to other assets, including energy assets. You can extend the algorithm and make it applicable to your current research in machine learning, big data and smart financial applications.
In addition, please find below the information of two articles that can provide you with further directions on current and future research in your topics of interest.
1. Future directions in international financial integration research - A crowdsourced perspective.
2. Environmental finance_A research agenda for interdisciplinary finance research
Perhaps you can check also my other recent coauthored papers in:
· Physica A: Statistical Mechanics and its Applications.
· International Review of Financial Analysis.
1. Al Janabi, Mazin A. M., Ferrer, Roman, and Shahzad, Syed Jawad Hussain, “Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach”. Physica A: Statistical Mechanics and its Applications, Vol. 536, 122579, 2019.
[Publisher: Elsevier, Inc.]
2. Al Janabi, Mazin A. M., Grillini, Stefano, Sharma, Abhijit, Ozkan, Aydin, “Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model“. International Review of Financial Analysis, Vol. 64, pp. 145-158, 2019.
[Publisher: Elsevier, Inc.]
I hope it is useful!
Best Regards
Prof. Dr. Mazin A. M. Al Janabi
Full Professor of Finance & Banking and Financial Engineering
Tecnologico de Monterrey, EGADE Business School,
Santa Fe Campus, Mexico City, Mexico.
Part (2) Answer:
Dear Praveen,
One potential topic is to study the effects of assets illiquidity as a parameter in Herding Models. Herding Behavior is one of the contemporary issues in behavioral finance.
Another potential area to focus on is related to Hawkes processes modeling in finance. This is a new emerging area in finance with many potential applications to financial markets and institutions.
In fact, Hawkes processes modeling have emerged in a number of areas of finance such as investment sentiment, market jumps, and order book dynamics, etc. All these recently surfaced potential research areas in finance show that Hawkes processes have significant benefits in approximating and understanding the microstructure of complex financial markets and diverse financial events and phenomena.
Best regards
Prof. Dr. Mazin A. M. Al Janabi
Full Professor of Finance & Banking and Financial Engineering
Tecnologico de Monterrey, EGADE Business School,
Santa Fe Campus, Mexico City, Mexico.
Improve Financial market situations in developing countries after corona virus damaged in societies.
Nowadays it has become a very big topic of how we can revive the economy after the natural disaster of corona virus.
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