Asset-pricing anomalies are trading signals that predict future abnormal returns. A November 2023 study “Anomaly Time,” published in the October 2024 issue of The Journal of Finance, demonstrated that ...

Web3 consumer engagement models are still developing and only just beginning to migrate into the real economy, but some hints of what the future of transaction and asset pricing may look like are ...

Asset pricing and stock market dynamics form a central pillar of contemporary financial economics, seeking to explain how various securities are valued in relation to their risk factors and market ...

Portions of this article were drafted using an in-house natural language generation platform. The article was reviewed, fact-checked and edited by our editorial staff. The capital asset pricing model ...

Shopping center REITs are well positioned to execute an arbitrage that swiftly increases earnings and value per share. There is a lot in that sentence so let’s unpack it. We shall begin with some ...

This project advances the knowledge base associated with asset allocation and risk assessment for long-term investors and builds a research community interested in studying these questions. The ...

Transaction costs represent a critical friction in financial markets, influencing asset pricing and trading strategies. These costs, which include bid–ask spreads, commissions, and other ...

After a whopping 11 Fed rate hikes, commercial real estate investors are still grappling with the same issue they have been battling for months—pricing uncertainty. And it remains to be seen just how ...