Empirical Asset Pricing and Financial Econometrics

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Economics and Finance".

Deadline for manuscript submissions: 30 April 2024 | Viewed by 59

Special Issue Editor

Dr. Duygu Zirek
E-Mail Website
Guest Editor
Accounting & Finance Department, Feliciano School of Business, Montclair State University, 1 Normal Avenue, Montclair, NJ 07043, USA
Interests: empirical asset pricing; financial econometrics; corporate finance

Special Issue Information

Dear Colleagues,

JRFM is currently accepting submissions to a Special Issue on “Empirical Asset Pricing and Financial Econometrics”, with a special emphasis on the cross section of stock returns in international markets. The primary focus of this Special Issue is to advance the fields of empirical asset pricing and financial econometrics by showcasing cutting-edge research and methodologies. The Issue's scope is comprehensive, including empirical asset pricing, particularly in the context of the cross-section of stock returns, and financial econometrics encompass a wide range of topics, including market anomalies, factor models, risk factors, empirical market microstructure, risk management, and volatility modeling, among other topics. 

We strongly encourage authors to submit contributions that employ innovative methodologies, analyze novel datasets, or provide empirical validations of existing. Our goal is to advance the understanding of asset pricing in international markets, offering valuable implications for both academia and practitioners.

We invite submissions that contribute to expanding the existing body of knowledge in the field of empirical asset pricing. Submissions in all areas of empirical asset pricing and financial econometrics are invited, with priority given to empirical papers related to the cross section of stock returns in international markets.

Sincerely,
Dr. Duygu Zirek
Guest Editor

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.

Keywords

  • empirical asset pricing
  • cross section of stock returns
  • volatility modelling
  • high-frequency financial econometrics
  • empirical market microstructure
  • risk management
  • extreme event modelling
  • pricing anomalies
  • liquidity
  • stock return predictability
  • international markets

Published Papers

This special issue is now open for submission.
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