LEADER 03363nam  2201069z- 450 
001 9910637778903321
005 20221206
010   $a3-0365-5846-2
035   $a(CKB)5470000001631750
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/94573
035   $a(oapen)doab94573
035   $a(EXLCZ)995470000001631750
100   $a20202212d2022      |y         0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aFrontiers of Asset Pricing
210   $aBasel$cMDPI - Multidisciplinary Digital Publishing Institute$d2022
215   $a1 online resource (228 p.)
311 08$a3-0365-5845-4 
330   $aThis 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.
606   $aPhilosophy$2bicssc
610   $aabnormal returns
610   $aannouncements
610   $aasset pricing
610   $aat-the-money
610   $abias adjustments
610   $aBitcoin
610   $acarry cost rate
610   $aclustered event days
610   $acommodity market
610   $aconditional hedge ratio
610   $across-sectional correlation
610   $acryptocurrencies
610   $acumulated ranks
610   $adeep-out-of-the-money
610   $adirection
610   $aearnings
610   $aeconomics
610   $aefficient market hypothesis
610   $aefficient portfolios
610   $aevent study
610   $aexpectation-maximization (EM) regression
610   $afinance
610   $aforecasting
610   $afree-boundary problem
610   $aGARCH-jump
610   $ahedge ratio
610   $ainformed trading
610   $alatent variable
610   $amarket factor
610   $amarket index
610   $amarket volume
610   $ametals
610   $amomentum
610   $amultifactors
610   $anet buying pressure
610   $aoptions
610   $aout-of-the-money
610   $aoutliers
610   $apairs trading
610   $aPoisson model
610   $aportfolio profitability
610   $apricing
610   $arank test
610   $areturn dispersion
610   $arisk factors
610   $aS&P 500 index
610   $aspectral analysis
610   $astandardized abnormal returns
610   $astochastic control
610   $asurvivor stocks
610   $aterm structure
610   $atime-varying jumps
610   $atrading strategies
610   $atransaction costs
610   $atransaction regions
610   $aunit root
610   $avolatility
610   $ayield spread
610   $azero-beta CAPM
615  7$aPhilosophy
700   $aKolari$b James W$4edt$0850057
702   $aPynno?nen$b Seppo$4edt
702   $aKolari$b James W$4oth
702   $aPynnonen$b Seppo$4oth
906   $aBOOK
912   $a9910637778903321
996   $aFrontiers of Asset Pricing$93023257
997   $aUNINA