Advanced Studies in Empirical Asset Pricing
Deadline for manuscript submissions: closed (29 February 2024) | Viewed by 841
Interests: empirical asset pricing; mutual funds; hedge funds; fixed income markets
Special Issues, Collections and Topics in MDPI journals
Empirical asset pricing serves as a bridge between theoretical models and real-world financial markets, providing valuable empirical evidence, insights, and practical implications for understanding the behavior and pricing of financial assets. Through rigorous analyses of real-world data, empirical asset pricing research contributes to our understanding of market efficiency, risk factors, market microstructure, and the impact of investor behavior on asset prices. Furthermore, the findings from empirical asset pricing research have significant implications for investors, asset managers, policymakers, and other market participants in making informed investment decisions, managing risk, and designing optimal investment strategies.
We are pleased to announce a call for papers for a Special Issue on "Advanced Studies in Empirical Asset Pricing". This Special Issue aims to provide a platform for researchers and scholars to showcase their cutting-edge research, methodologies, and empirical findings in the field of asset pricing. We invite authors to contribute original research articles that focus on, but are not limited to, the performance and validity of asset pricing models, the identification and examination of risk factors that drive asset prices, the investigation of anomalies and market (in)efficiencies, the impact of market microstructure and trading mechanisms on asset prices and liquidity provision, portfolio management, investor trading behavior and its impact on asset pricing dynamics, and novel empirical methodologies.
Dr. Ying Wang
Dr. Xin (Shane) Gao
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- performance of asset pricing models
- risk factors
- market anomalies
- market (in)efficiency
- market microstructure
- portfolio management
- investor trading behavior
- novel empirical methodologies