Econometric Modeling: Capital Markets - Asset Pricing eJournal
This eJournal distributes working and accepted paper abstracts of econometric studies on the pricing of stocks at the time of their IPO; and pricing models (CAPM, Black-Scholes, Factor, and Levy). The topics in this eJournal include topics from sections D82, G12 and G13 of the JEL classification system.
Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.
Econometric Modeling: Capital Markets - Asset Pricing eJournal Advisory Board
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Angus S. Deaton
Robert F. Engle
Jerry A. Hausman
James J. Heckman
Daniel L. McFadden
Christopher A. Sims
James H. Stock
Mark W. Watson