Frontiers of Asset Pricing
This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) mod...
Αποθηκεύτηκε σε:
| Μορφή: | Online |
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| Γλώσσα: | Αγγλικά |
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MDPI - Multidisciplinary Digital Publishing Institute
2022
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| Θέματα: | |
| Διαθέσιμο Online: | ONIX_20221206_9783036558455_96 |
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| _version_ | 1869529668802052096 |
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| collection | Directory of Open Access Books |
| description | This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests. |
| format | Online |
| id | doab-20.500.12854ir-94573 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2022 |
| publishDateRange | 2022 |
| publishDateSort | 2022 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-945732024-04-05T17:30:32Z Frontiers of Asset Pricing Kolari, James W. Pynnonen, Seppo forecasting commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model thema EDItEUR::Q Philosophy and Religion::QD Philosophy This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests. 2022-12-06T16:12:25Z 2022-12-06T16:12:25Z 2022 book ONIX_20221206_9783036558455_96 9783036558455 9783036558462 https://directory.doabooks.org/handle/20.500.12854/94573 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/6409 https://mdpi.com/books/pdfview/book/6409 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-5846-2 10.3390/books978-3-0365-5846-2 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036558455 9783036558462 228 Basel open access |
| spellingShingle | forecasting commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model thema EDItEUR::Q Philosophy and Religion::QD Philosophy Frontiers of Asset Pricing |
| title | Frontiers of Asset Pricing |
| title_full | Frontiers of Asset Pricing |
| title_fullStr | Frontiers of Asset Pricing |
| title_full_unstemmed | Frontiers of Asset Pricing |
| title_short | Frontiers of Asset Pricing |
| title_sort | frontiers of asset pricing |
| topic | forecasting commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model thema EDItEUR::Q Philosophy and Religion::QD Philosophy |
| topic_facet | forecasting commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model thema EDItEUR::Q Philosophy and Religion::QD Philosophy |
| url | ONIX_20221206_9783036558455_96 |