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Empirical Asset Pricing

This special issue belongs to the section "Economics and Finance".

Special Issue Information

Keywords

  • 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
  • liquidity
  • portfolio selection in equity and bond markets 
  • asset pricing predictability
  • etc.

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Published Papers

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J. Risk Financ. Manag. - ISSN 1911-8074