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: closed (30 April 2024) | Viewed by 295
Special Issue Editor
Interests: empirical asset pricing; financial econometrics; corporate finance
Special Issues, Collections and Topics in MDPI journals
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 250 words) can be sent to the Editorial Office for assessment.
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 1600 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
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- Reprint: MDPI Books provides the opportunity to republish successful Special Issues in book format, both online and in print.
Further information on MDPI's Special Issue policies can be found here.
