Review of Asset Pricing Studies

Scope & Guideline

Exploring the Frontiers of Asset Pricing Research

Introduction

Welcome to the Review of Asset Pricing Studies information hub, where our guidelines provide a wealth of knowledge about the journal’s focus and academic contributions. This page includes an extensive look at the aims and scope of Review of Asset Pricing Studies, highlighting trending and emerging areas of study. We also examine declining topics to offer insight into academic interest shifts. Our curated list of highly cited topics and recent publications is part of our effort to guide scholars, using these guidelines to stay ahead in their research endeavors.
LanguageEnglish
ISSN2045-9920
PublisherOXFORD UNIV PRESS
Support Open AccessNo
CountryUnited States
TypeJournal
Convergefrom 2011 to 2024
AbbreviationREV ASSET PRICING ST / Rev. Asset Pricing Stud.
Frequency4 issues/year
Time To First Decision-
Time To Acceptance-
Acceptance Rate-
Home Page-
AddressGREAT CLARENDON ST, OXFORD OX2 6DP, ENGLAND

Aims and Scopes

The Review of Asset Pricing Studies focuses on advancing the understanding of asset pricing mechanisms, market behavior, and investment strategies. It publishes research that employs rigorous quantitative methods and theoretical frameworks to explore various aspects of asset pricing.
  1. Asset Pricing Models and Theories:
    The journal emphasizes the development and testing of asset pricing models, including multifactor models and the intertemporal capital asset pricing model (ICAPM). Researchers contribute to the theoretical underpinnings of how asset prices are determined in financial markets.
  2. Market Microstructure and Trading Behavior:
    Studies often focus on the intricacies of market microstructure, including the effects of trading behavior, short selling, and the role of liquidity. This area explores how these factors influence asset pricing and market efficiency.
  3. Risk Factors and Return Predictability:
    The journal investigates various risk factors and their impact on return predictability across asset classes, including equities and bonds. This includes exploring characteristics such as size, value, and momentum.
  4. Regulatory and Economic Impacts on Asset Pricing:
    Research highlights the effects of regulatory changes and macroeconomic conditions on asset pricing, addressing how these external factors shape market dynamics and investor behavior.
  5. Behavioral Finance and Investor Psychology:
    The journal includes studies that incorporate behavioral finance principles, examining how investor psychology and sentiment affect asset pricing and market trends.
Recent publications in the Review of Asset Pricing Studies reveal several emerging themes that are gaining traction among researchers, reflecting the evolving landscape of asset pricing and financial markets.
  1. Cryptocurrency and Digital Assets:
    There is a growing body of research focusing on the pricing mechanisms and investor behavior related to cryptocurrencies and digital assets, highlighting their increasing significance in the financial ecosystem.
  2. Impact of Macro-Financial Dynamics:
    Studies examining the interplay between macroeconomic indicators and asset pricing have gained prominence, suggesting a heightened interest in understanding how macroeconomic conditions influence market behavior.
  3. Behavioral Insights into Investment Practices:
    An emerging trend is the integration of behavioral finance concepts into asset pricing research, exploring how psychological factors and investor sentiment shape market outcomes and asset valuations.
  4. Regulatory Effects on Market Behavior:
    Research focusing on the implications of regulatory changes, such as short-selling regulations and their impact on market efficiency and pricing, has become more prevalent, reflecting the importance of policy in shaping financial markets.
  5. Advanced Portfolio Management Strategies:
    There is an increasing emphasis on innovative portfolio management strategies, including the use of machine learning and alternative data, to enhance asset pricing models and improve investment outcomes.

Declining or Waning

While the journal has a broad focus, certain themes have shown signs of decline in recent publications, suggesting a shift in research interest or relevance within the asset pricing landscape.
  1. Traditional CAPM Applications:
    Research applying the Capital Asset Pricing Model (CAPM) has become less frequent, as scholars increasingly explore more complex and multifactor models that better capture the nuances of asset pricing in modern markets.
  2. Focus on Historical Data Analysis:
    There has been a noticeable decrease in studies that rely solely on historical data analysis without integrating contemporary market phenomena or advanced methodologies, indicating a trend toward more dynamic and forward-looking approaches.
  3. Simple Return Predictability Models:
    The exploration of simplistic return predictability models has waned as researchers shift towards more sophisticated techniques that incorporate macroeconomic variables and behavioral insights, reflecting a broader understanding of market complexities.

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