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.

Sample Issue

Econometric Modeling: Capital Markets - Asset Pricing eJournal Advisory Board
Click on the individual's name below to view the advisory board member's author home page.

Angus S. Deaton

Robert F. Engle

Jerry A. Hausman

James J. Heckman

Daniel L. McFadden

Richard Quandt

Christopher A. Sims

James H. Stock

Mark W. Watson