Alternative data in emerging markets

Call for Papers
Alternative data in emerging markets
Journal: Emerging Markets Finance and Trade
Submission window: not specified
Deadline: 30 June 2026

This special issue focuses on how alternative data can improve analysis of emerging markets, where traditional financial and macroeconomic indicators may miss important language, cultural, religious, and sampling-related differences. It highlights opportunities to use unconventional data sources to study market behavior, risk, household finance, investment, and broader economic and financial trends.

The call also emphasizes the challenges of working with alternative data in these settings, including data quality, regulation, and sampling bias. It aims to bring together research from finance, data science, and emerging-market studies.

Special Issue Editors

• Baoxue Zhang, Capital University of Economics and Business.

• Yezhou Sha, Capital University of Economics and Business.

Scope
The special issue welcomes work on regulation and applications of alternative data, applied statistics, asset pricing, Belt-and-Road economies, Gen AI and LLM-based analysis, digital economy, financial institutions, green finance, international finance, Pacific island economies, and supply chains. It is especially open to interdisciplinary studies that connect finance with advanced data methods.

Submission details
Authors should submit a cover letter and working paper with an English title page by email, and the paper should be grammatically checked and under 8,000 words. When submitting through the journal portal, authors should select “Regular Issue/Symposium” and choose “Alternative data in emerging markets” as the special issue name. The call notes that attending the symposium is not required for publication consideration.

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