Objective: The objective of the Special Issue is to publish high quality papers on the interaction between corporate
policies and asset pricing. Topics suitable for the Special issue include, but are not limited to, the following:
Empirical studies on the relations between firm characteristics and expected securities returns
Factor models and their applications in the asset management industry
Explanations of asset pricing anomalies, neoclassical or behavioral
Asset pricing implications of corporate policies
The impact of time-varying risk premiums or investor sentiment on corporate decisions
Equilibrium asset pricing with production
Publication: All submitted papers will be handled by Professor Lu Zhang, the Guest Editor of the special issue, and
will go through the journal’s (fast-track) standard blind review process.
Electronic Submission:
Authors are invited to submit theoretical and empirical research papers electronically (two (2)
files in PDF format:)
Complete paper and
Paper without the name/s and affiliation/s of author/s) via the EFMA
website http://www.efmaefm.org indicating with a note that their paper
should be considered from the EFM Special Issue. All submitted papers must include an abstract of 100 words
explaining the contribution of the paper
.
Deadline: The deadline for submissions is August 31, 2017.
Correspondence: Address all correspondence to:
Professor Lu Zhang,
Fisher College of Business,
The Ohio State
University,
760A Fisher Hall, 2100 Neil Avenue,
Columbus OH 43210 Email:zhanglu@fisher.osu.edu
Guest Editor: Professor Lu Zhang, Ohio State University