金融业是大数据的重要产生者，交易、报价、业绩报告、消费者研究报告、官方统计数据公报、调查、新闻报道无一不是数据来源。但反过来，大数据对于金融发展的助推作用也逐渐浮现。金融业必将成为大数据的消费者，大数据在加强风险管控、精细化管理、业务创新等业务转型中将起到重要作用。
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The Journal of Finance and Data Science
Volume 2, Number 2, June 2016
Table of Contents
US fi nancial conditions index and its empirical impact on information transmissions across US-BRIC equity markets Amanjot Singh , Manjit Singh 89
The effect of fi rm and stock characteristics on stock returns: Stock marketcrash analysis Rizaldi Fauzi , Imam Wahyudi 112
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets Mohd Tahir Ismail , Buba Audu, Mohammed Musa Tumala 125
Forecasting daily conditional volatility and h -step-ahead short and long Value-at-Risk accuracy:Evidence from fi nancial data Samir Mabrouk 136
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