G120 Asset Pricing - Articles - Scientific Research Publishing

Capital Gains Due to Changes in the Market Discount Rate and Workers’ Welfare (Articles)

Geoffrey Woglom

Modern Economy Vol.14 No.9, September 4, 2023

DOI: 10.4236/me.2023.149058 243 Downloads 872 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3, August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,937 Downloads 8,830 Views Citations
Asset Pricing with Stochastic Habit Formation (Articles)

Masao Nakagawa

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22018 5,185 Downloads 9,862 Views Citations
The Perils of Relying on Return Data When Testing Asset Pricing Models (Articles)

John F. Pinfold

Journal of Mathematical Finance Vol.12 No.1, January 20, 2022

DOI: 10.4236/jmf.2022.121004 380 Downloads 1,292 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)

Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu

Theoretical Economics Letters Vol.2 No.5, December 28, 2012

DOI: 10.4236/tel.2012.25096 4,440 Downloads 7,128 Views Citations
The Unexplainable Nature of Momentum Portfolio Returns (Articles)

David J. Moore, George C. Philippatos

Journal of Mathematical Finance Vol.4 No.3, April 22, 2014

DOI: 10.4236/jmf.2014.43013 5,212 Downloads 7,735 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12004 5,152 Downloads 10,555 Views Citations
Some Exact Results for an Asset Pricing Test Based on the Average F Distribution (Articles)

Soosung Hwang, Stephen E. Satchell

Theoretical Economics Letters Vol.2 No.5, December 21, 2012

DOI: 10.4236/tel.2012.25080 4,569 Downloads 7,230 Views Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure (Articles)

Pascal Heider, Peter N. Posch

Journal of Mathematical Finance Vol.3 No.3A, October 30, 2013

DOI: 10.4236/jmf.2013.33A007 4,821 Downloads 7,561 Views Citations
This article belongs to the Special Issue on Corporate Finance
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3, September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,566 Downloads 4,681 Views Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4, November 25, 2015

DOI: 10.4236/jmf.2015.54034 5,432 Downloads 7,214 Views Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment (Articles)

Chunlan Wang, Satheesh Kumar Sundararajan

Journal of Financial Risk Management Vol.5 No.3, September 9, 2016

DOI: 10.4236/jfrm.2016.53014 2,593 Downloads 5,045 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81005 1,197 Downloads 2,731 Views Citations
This article belongs to the Special Issue on Financial Economics
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3, March 20, 2018

DOI: 10.4236/me.2018.93028 994 Downloads 2,179 Views Citations
An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model (Articles)

Hideki Iwaki

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82031 1,362 Downloads 2,918 Views Citations
Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level (Articles)

Faisal Nazir Zargar, Dilip Kumar

Theoretical Economics Letters Vol.9 No.1, January 10, 2019

DOI: 10.4236/tel.2019.91003 1,320 Downloads 4,826 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Research on China’s Exchange Online Financial Market: An Exchange Online Financial Capital Asset Pricing Model (Articles)

Chengyu Yang

American Journal of Industrial and Business Management Vol.9 No.4, April 28, 2019

DOI: 10.4236/ajibm.2019.94072 1,308 Downloads 2,859 Views Citations
A General Framework of Derivatives Pricing (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.2, May 13, 2020

DOI: 10.4236/jmf.2020.102016 971 Downloads 3,303 Views Citations
Liquidity Premium and Transaction Cost (Articles)

Junxian Yang, Xindong Zhang

Theoretical Economics Letters Vol.11 No.2, March 31, 2021

DOI: 10.4236/tel.2021.112014 845 Downloads 3,385 Views Citations
Erratum to “Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level” [Theoretical Economics Letters 9(1) (2019) 21-32] (Articles)

Faisal Nazir Zargar, Dilip Kumar

Theoretical Economics Letters Vol.12 No.1, February 8, 2022

DOI: 10.4236/tel.2022.121007 283 Downloads 1,138 Views Citations

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