Special Issue "Empirical Asset Pricing"
Deadline for manuscript submissions: closed (31 December 2020) | Viewed by 13581
JRFM is currently accepting submissions for a Special Issue on “Empirical Asset Pricing”, with special emphasis on emerging markets and frontier markets.
The main goal of this Special Issue of JRFM is to encourage comparative studies that deepen our knowledge of empirical asset pricing by focusing on emerging and frontier markets. Over the past two decades, emerging economies assumed a significant role in global markets. This makes a Special Issue of comparative studies with a focus on emerging and frontier markets timely and important. We seek papers that shed light on new knowledge to enrich the literature on empirical asset pricing. We invite submissions in all areas of empirical asset pricing. Priority will be given to empirical papers related to emerging and frontier markets.
Prof. Dr. Nusret Cakici
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 1200 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.
- Empirical asset pricing and cross section of stock returns
- Factor investing (smart beta)
- Frontier markets
- Emerging markets
- volatility modelling
- high-frequency financial econometrics
- empirical market microstructure
- risk management
- extreme event modelling
- credit risk
- pricing anomalies
- portfolio selection in equity and bond markets
- asset pricing predictability