Event Risk and Asset Pricing

A special issue of Risks (ISSN 2227-9091).

Deadline for manuscript submissions: 31 December 2024 | Viewed by 201

Special Issue Editors


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Guest Editor
School of Economics, Massey University, Auckland 0745, New Zealand
Interests: macroeconomics; energy economics; economic policy uncertainty; foreign exchange markets; corporate finance; asset pricing; applied econometrics
Special Issues, Collections and Topics in MDPI journals

E-Mail Website
Guest Editor
School of Economics and Finance, Massey University, Auckland 0745, New Zealand
Interests: financial anomalies; asset pricing; corporate finance; economic policy uncertainty; event studies

Special Issue Information

Dear Colleagues,

The journal Risks invites submissions to a Special Issue dedicated to exploring the intricate relationship between the valuation of financial assets and the risk exposure to major events. The events include, but are not limited to, economic and financial crises, viral pandemics, natural disasters, climate changes, and geopolitical conflicts. The policies and measures that governments will implement during these challenging times also have profound impacts on asset pricing and investor behaviour. This Special Issue aims to collate innovative research that advances our understanding of the risk exposure implications of adverse events, how such various risk factors influence asset pricing and market volatility, and ultimately how the efficiency of capital allocation can be enhanced. We encourage submissions in the form of theoretical, empirical, and/or methodological studies on the various aspects of risk factors, asset pricing models, mis-valuations, behavioural finance, portfolio decisions, and risk management. Contributions that have important policy and practical implications for managing event risk and optimal asset allocation are of particular interest.

Prof. Dr. Xiaoming Li
Dr. Mei Qiu
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • risk
  • asset pricing
  • climate risk
  • geopolitical risk
  • disastrous shocks
  • policy shocks
  • mis-valuation
  • behavioural bias
  • investment decision

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Published Papers

This special issue is now open for submission.
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