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 pricin...
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| Year of Publication: | 2022 |
| Language: | English |
| Physical Description: | 1 electronic resource (228 p.) |
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(CKB)5470000001631750 (oapen)https://directory.doabooks.org/handle/20.500.12854/94573 (EXLCZ)995470000001631750 |
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Kolari, James W. edt Frontiers of Asset Pricing Basel MDPI - Multidisciplinary Digital Publishing Institute 2022 1 electronic resource (228 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier 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. English Philosophy bicssc 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 3-0365-5845-4 Pynnonen, Seppo edt Kolari, James W. oth Pynnonen, Seppo oth |
| language |
English |
| format |
eBook |
| author2 |
Pynnonen, Seppo Kolari, James W. Pynnonen, Seppo |
| author_facet |
Pynnonen, Seppo Kolari, James W. Pynnonen, Seppo |
| author2_variant |
j w k jw jwk s p sp |
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HerausgeberIn Sonstige Sonstige |
| title |
Frontiers of Asset Pricing |
| spellingShingle |
Frontiers of Asset Pricing |
| title_full |
Frontiers of Asset Pricing |
| title_fullStr |
Frontiers of Asset Pricing |
| title_full_unstemmed |
Frontiers of Asset Pricing |
| title_auth |
Frontiers of Asset Pricing |
| title_new |
Frontiers of Asset Pricing |
| title_sort |
frontiers of asset pricing |
| publisher |
MDPI - Multidisciplinary Digital Publishing Institute |
| publishDate |
2022 |
| physical |
1 electronic resource (228 p.) |
| isbn |
3-0365-5846-2 3-0365-5845-4 |
| illustrated |
Not Illustrated |
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AT kolarijamesw frontiersofassetpricing AT pynnonenseppo frontiersofassetpricing |
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(CKB)5470000001631750 (oapen)https://directory.doabooks.org/handle/20.500.12854/94573 (EXLCZ)995470000001631750 |
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