Econophysics and Capital Asset Pricing

James Ming Chen ()
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James Ming Chen: Michigan State University

in Quantitative Perspectives on Behavioral Economics and Finance from Palgrave Macmillan, currently edited by James Chen

Date: 2017
ISBN: 978-3-319-63465-4
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Chapters in this book:

Ch Chapter 1 Baryonic Beta Dynamics: The Econophysics of Systematic Risk

James Ming Chen

Ch Chapter 10 Risk and Uncertainty

James Ming Chen

Ch Chapter 11 Short-Term Price Continuation Anomalies

James Ming Chen

Ch Chapter 12 Systematic Risk in the Macrocosm

James Ming Chen

Ch Chapter 13 The Baryonic Ladder: The Firm, the Market, and the Economy

James Ming Chen

Ch Chapter 2 Double- and Single-Sided Risk Measures

James Ming Chen

Ch Chapter 3 Relative Volatility Versus Correlation Tightening

James Ming Chen

Ch Chapter 4 Asymmetrical Volatility and Spillover Effects

James Ming Chen

Ch Chapter 5 The Low-Volatility Anomaly

James Ming Chen

Ch Chapter 6 Correlation Tightening

James Ming Chen

Ch Chapter 7 The Intertemporal Capital Asset Pricing Model

James Ming Chen

Ch Chapter 8 The Equity Premium Puzzle

James Ming Chen

Ch Chapter 9 Beta’s Cash Flow and Discount Rate Components

James Ming Chen

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DOI: 10.1007/978-3-319-63465-4

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