Emerging Markets Finance and Trade

Alternative data in emerging markets

The rapid growth of data science in emerging market is often thanks to the vast alternative data. Traditional financial data sources, such as financial statements and macroeconomic indicators, often fail to capture the full complexity and nuances of these markets due to the language, sampling method, cultural and religious impact. Alternative data helps predict economic and financial trends in emerging markets. 

This special issue seeks to explore the potential of alternative data in emerging markets. By leveraging unconventional data sources, we are able to gain deeper insights into market behavior, risk assessment, household finance and investment opportunities in these regions. However, the use of alternative data in emerging markets also presents unique challenges, including data quality, regulatory constraints, sampling bias and many others that have not been fully awarded. This special issue will contribute to the growing body of knowledge in this area and provide a platform for interdisciplinary research that bridges finance, data science, and emerging markets studies.

The special issue welcomes (but not limited to) the following aspects:
Application and regulation on alternative data
Applied statistics on alternative data
Asset pricing in and alternative data
Belt-and-road economies and alternative data
Data science application (Gen AI, LLM .etc.) for analyzing alternative data
Digital economy and alternative data
Financial Institution and alternative data
Green finance and alternative data
International finance and alternative data
Pacific island economies and alternative data
Supply chain and alternative data

GUEST EDITORS
Zhang, Baoxue, Capital University of Economics and Business
Sha, Yezhou, Capital University of Economics and Business