Keywords: قیمت گذاری دارایی; C13; C58; D91; E21; G11; G12; Equity premium puzzle; CCAPM; Saving-based preference; Wealth; Human capital; Asset pricing; Risk aversion;
مقالات ISI قیمت گذاری دارایی (ترجمه نشده)
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Keywords: قیمت گذاری دارایی; C21; C32; C51; C53; G12; G17; Asset pricing; Asset price volatility; Multivariate GARCH; Limited-dependent variable approach;
Keywords: قیمت گذاری دارایی; G11; G12; Relative performance; Fund managers; Asset pricing; Heterogeneous beliefs;
Keywords: قیمت گذاری دارایی; Q40; G12; G32; Carbon risk; EU ETS; Electricity industry; Asset pricing;
Keywords: قیمت گذاری دارایی; G0; G1; G12; G120; Liquidity; Asset pricing; Transaction costs; Effective spread;
Keywords: قیمت گذاری دارایی; F20; G11; G12; G14; G15; Volatility effect; Asset pricing; Emerging markets; CAPM; Alpha; Low volatility;
Keywords: قیمت گذاری دارایی; Asset pricing; Derivatives; Asian options; Quanto options; Dollar cost averaging (DCA); Numerical methods; G12; G13; C63;
Keywords: قیمت گذاری دارایی; G12; G11; D84; Asset pricing; Heterogeneous agents; Multiple investment scales; Volatility clustering;
Keywords: قیمت گذاری دارایی; C62; C63; D84; D85; G12; Asset pricing; Local interactions; Networks; Random graph; Small world; Heterogeneous beliefs; Price dynamics;
Keywords: قیمت گذاری دارایی; Fluency; Sentiment; Investor recognition; Ticker symbols; Behavioral finance; Asset pricing
Keywords: قیمت گذاری دارایی; Asset pricing; Stock returns; Momentum; Market capitalizationG12
Keywords: قیمت گذاری دارایی; Investor sentiment; Asset pricing; Implied market volatility; Aggregate volatility; VIXG11; G12; G14; G17
Keywords: قیمت گذاری دارایی; Equity bubbles; Mispricing; Asset pricing; GARCH-M
Keywords: قیمت گذاری دارایی; G1; G10; G12Individual stock crowded trades; Individual stock investor sentiment; Excess returns; Asset pricing
Keywords: قیمت گذاری دارایی; Inequality; Redistribution; Taxation; Asset pricing; Entrepreneurship
Keywords: قیمت گذاری دارایی; E13; E32; G11; G21Portfolio restrictions; Asset pricing; Heterogeneous beliefs; Aggregation
Keywords: قیمت گذاری دارایی; E41; E44; G12Liquidity; Asset pricing; OTC markets; Inflation
Keywords: قیمت گذاری دارایی; D81; E44; G12Ambiguity aversion; Asset pricing; Long-run risks
Keywords: قیمت گذاری دارایی; Aggregate earnings; Asset pricing; Aggregate returns; Earnings–returns relation
Keywords: قیمت گذاری دارایی; Asset pricing; Book-to-market; Fama and French model; SizeG11; G12; G14; G15; M41
Profitability of reversal strategies: A modified version of the Carhart model in China
Keywords: قیمت گذاری دارایی; G10; G12; G14; Reversal effect; Asset pricing; CAPM; Fama-French model; Carhart four-factor model;
A conditional regime switching CAPM
Keywords: قیمت گذاری دارایی; Asset pricing; Conditional CAPM; Regime-switching; Bull market; Bear market;
Bid- and ask-side liquidity in the NYSE limit order book
Keywords: قیمت گذاری دارایی; G01; G12; G14; G18; Market liquidity; Limit order book; Financial crisis; Short selling ban; Market microstructure; Asset pricing;
Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review
Keywords: قیمت گذاری دارایی; G11; G17; G23.; G11; G17; G23; Portfolio selection; Asset pricing; Financial forecasting and simulation; Socially responsible investment; Performance of socially responsible indexes; Selección de portafolios; Valuación de activos; Pronóstico financiero
Cryptocurrency value formation: An empirical study leading to a cost of production model for valuing bitcoin
Keywords: قیمت گذاری دارایی; Bitcoin; Cryptocurrencies; Digital currencies; Blockchain; Asset pricing; Altcoins;
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors
Keywords: قیمت گذاری دارایی; C32; G12; Asset pricing; Timescale betas; Cross section of stock returns; Fama-French factors; Wavelets;
Noisy prices and the Fama-French five-factor asset pricing model in China
Keywords: قیمت گذاری دارایی; G10; G12; Asset pricing; Noise in prices; Profitability; Investment; Chinese evidence;
Comparing the financial performance of timber REITs and other REITs
Keywords: قیمت گذاری دارایی; G14; Q23; Asset pricing; Economic evaluation; Forest investments; Time series; Volatility;
The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
Keywords: قیمت گذاری دارایی; Equity price channel; Asset pricing; Financial frictions; Bank capital; New-Keynesian; Bayesian;
Stock returns and future tense language in 10-K reports
Keywords: قیمت گذاری دارایی; G11; G12; G14; D82; D83; M48; G3; Anomalies; Asset pricing; Text analysis; Information risk;
Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets
Keywords: قیمت گذاری دارایی; Interbank T-bond market; Asset pricing; Volatility asymmetry; Market spillovers; G12; G13;
Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?
Keywords: قیمت گذاری دارایی; Equity return dispersion; Asset pricing; Chinese stock marketG11; G12
Empirical tests on the liquidity-adjusted capital asset pricing model
Keywords: قیمت گذاری دارایی; G10; G12; G15; G19Liquidity; Liquidity risk; Asset pricing; Asymmetric liquidity risk
Testing of a market fraction model and power-law behaviour in the DAX 30
Keywords: قیمت گذاری دارایی; Asset pricing; Fundamentalists and trend followers; (FI)GARCH; Power-law; Tail indexC15; D84; G12
Does PIN affect equity prices around the world?
Keywords: قیمت گذاری دارایی; G11; G12; G23International markets; Information risk; PIN; Asset pricing
VaR constrained asset pricing with relative performance
Keywords: قیمت گذاری دارایی; G11; G12; Relative performance; Financial institution; Asset pricing; Value-at-Risk (VaR);
A re-examination of firm's attributes and share returns: Evidence from the Chinese A-shares market
Keywords: قیمت گذاری دارایی; G11; G12; Chinese A-shares; Share attributes; Sorting; Cluster; Asset pricing;
Capital markets valuation and accounting performance of Most Admired Knowledge Enterprise (MAKE) award winners
Keywords: قیمت گذاری دارایی; Knowledge management; MAKE award winners; Market study; Delphi method; Asset pricing; Capital markets; Stock valuation;
Return decomposition and the Intertemporal CAPM
Keywords: قیمت گذاری دارایی; G11; G12; Asset pricing; Linear multifactor models; Intertemporal CAPM; Predictability of returns; Return decomposition; Cash flow news; Discount rate news;
The high returns to low volatility stocks are actually a premium on high quality firms
Keywords: قیمت گذاری دارایی; G11; G12; G15Volatility effect; Quality investing; Asset pricing; International markets
The conditional relation between dispersion and return
Keywords: قیمت گذاری دارایی; G11; G12Return dispersion; Conditional pricing effect; Asymmetric risk; Asset pricing
Asset prices and exchange risk: Empirical evidence from Canada
Keywords: قیمت گذاری دارایی; Asset pricing; Risk premium; Exchange risk; Economic factorsG10; G11; G12; G15
Orthogonalized factors and systematic risk decomposition
Keywords: قیمت گذاری دارایی; G11; G12; G14Orthogonalization; Systematic risk; Decomposition; Fama-French Model; Asset pricing
The speed of stock price discovery
Keywords: قیمت گذاری دارایی; Speed; Price discovery; Microstructure; Asset pricing; Wealth effects
Time-variations in herding behavior: Evidence from a Markov switching SUR model
Keywords: قیمت گذاری دارایی; G10; G12; G14; G15; G18; Herding; Asset pricing; Financial crisis; Markov switching seemingly unrelated regressions;
Asset returns and liquidity effects: Evidence from a developed but small market
Keywords: قیمت گذاری دارایی; G12; G15Liquidity; Liquidity risk; Asset pricing; New Zealand
Is there a volatility effect in the Hong Kong stock market?
Keywords: قیمت گذاری دارایی; Idiosyncratic volatility; Total volatility; Asset pricing; Hong Kong stock marketG10; G11; G12
Saints versus Sinners. Does morality matter?
Keywords: قیمت گذاری دارایی; G11; G12; G32; M14; Asset pricing; Portfolio choice; Socially responsible investing; MSCI KLD400 Social Index;
Government spending, political cycles, and the cross section of stock returns
Keywords: قیمت گذاری دارایی; Asset pricing; Government spending; Political cycles; Input–output analysisD57; E62; G12; G18
Learning and the disappearing association between governance and returns
Keywords: قیمت گذاری دارایی; D03; G10; G12; G30; G34; K22Corporate governance; Governance indices; GIM; G-Index; E-Index; Shareholder rights; Entrenchment; Market efficiency; Learning; Earning announcements; Analyst forecasts; IRRC provisions; Behavioral finance; Asset pricing