Call for Book Chapters: "Advances and Perspectives in Asset Pricing"
Vernon Press invites book chapters for an upcoming edited volume, "Advances and Perspectives in Asset Pricing," edited by Wentao Li.
Asset Pricing is a broad area that has been central to the field of Finance. All financial assets are research subjects of Asset Pricing, including but not limited to stocks, bonds, foreign exchanges, derivatives, and alternative investments. In every sub-area, there is a significant number of competing theories and conflicting empirical findings. Theories and empirical methodologies evolve quickly in response to new findings, making researchers get lost in the vast literature. For example, factor models are widely used to address the cross-section of security returns, but the current “factor zoo” argument poses a serious question mark on the methodology. Therefore, it is vital to discover the pressing issues people care about. Brunnermeier et al. (RFS, 2021) start to address this concern by pointing at four directions—subjective belief, macro and monetary connection, intermediary asset pricing, and international finance. As this paper is relatively short, more detailed discussions are necessary to further illuminate the future path.
This edited volume aims to collect academic papers that reflect the latest advances and/or point to the future development of Asset Pricing. Perspectives from researchers with various specialties are particularly important in shaping the big picture of this area. Review and original research papers are equally welcome in this book as long as they address cutting-edge issues in Asset Pricing.
Here are the preferred topics:
- Theoretical and empirical models in asset prices and returns
- Empirical tests on Asset Pricing models
Excellent works within the following scopes are also welcome:
- Asset market (micro-)structure
- Financial institutions and asset prices
- Mutual funds and hedge funds
- Behavioural finance
- Other topics closely related to asset prices
Please send a title and keywords along with an abstract of no more than 300 to Wentao Li at firstname.lastname@example.org by Feb. 28, 2023. Authors of selected chapters will be invited to submit the full paper by Mar. 15, 2023.
This proposal is due on February 28th 2023.
Page last updated on December 21st 2022. All information correct at the time, but subject to change.