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Frontiers of Asset Pricing

dc.contributor.editorKolari, James W.
dc.contributor.editorPynnonen, Seppo
dc.date.accessioned2022-12-06T16:12:25Z
dc.date.available2022-12-06T16:12:25Z
dc.date.issued2022
dc.identifierONIX_20221206_9783036558455_96
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/94573
dc.description.abstractThis book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests.
dc.languageEnglish
dc.subject.classificationthema EDItEUR::Q Philosophy and Religion::QD Philosophyen_US
dc.subject.otherforecasting
dc.subject.othercommodity market
dc.subject.othermetals
dc.subject.otherterm structure
dc.subject.otheryield spread
dc.subject.othercarry cost rate
dc.subject.otherhedge ratio
dc.subject.otherconditional hedge ratio
dc.subject.otherbias adjustments
dc.subject.otherearnings
dc.subject.otherannouncements
dc.subject.otheroptions
dc.subject.otherinformed trading
dc.subject.othernet buying pressure
dc.subject.othervolatility
dc.subject.otherdirection
dc.subject.otherat-the-money
dc.subject.otherout-of-the-money
dc.subject.otherdeep-out-of-the-money
dc.subject.otherasset pricing
dc.subject.otherS&P 500 index
dc.subject.othersurvivor stocks
dc.subject.otherrisk factors
dc.subject.othermomentum
dc.subject.otherBitcoin
dc.subject.othercryptocurrencies
dc.subject.otheroutliers
dc.subject.otherGARCH-jump
dc.subject.othertime-varying jumps
dc.subject.otherzero-beta CAPM
dc.subject.otherreturn dispersion
dc.subject.otherexpectation-maximization (EM) regression
dc.subject.otherlatent variable
dc.subject.otherfree-boundary problem
dc.subject.otherpairs trading
dc.subject.otherstochastic control
dc.subject.othertrading strategies
dc.subject.othertransaction costs
dc.subject.othertransaction regions
dc.subject.otherfinance
dc.subject.othereconomics
dc.subject.otherevent study
dc.subject.otherclustered event days
dc.subject.othercross-sectional correlation
dc.subject.othercumulated ranks
dc.subject.otherrank test
dc.subject.otherstandardized abnormal returns
dc.subject.othermarket index
dc.subject.othermarket factor
dc.subject.othermultifactors
dc.subject.otherefficient portfolios
dc.subject.otherefficient market hypothesis
dc.subject.otherunit root
dc.subject.otherspectral analysis
dc.subject.otherabnormal returns
dc.subject.otherpricing
dc.subject.othermarket volume
dc.subject.otherportfolio profitability
dc.subject.otherPoisson model
dc.titleFrontiers of Asset Pricing
dc.typebook
oapen.identifier.doi10.3390/books978-3-0365-5846-2
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn9783036558455
oapen.relation.isbn9783036558462
oapen.pages228
oapen.place.publicationBasel


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