Asset Pricing Models and Market Efficiency

James W. Kolari (), Wei Liu (), Jianhua Z. Huang () and Huiling Liao ()
Additional contact information
James W. Kolari: Texas A & M University, Mays Business School
Wei Liu: Texas A&M University, Mays Business School
Jianhua Z. Huang: The Chinese University of Hong Kong, Shenzhen, School of Artificial Intelligence and School of Data Science
Huiling Liao: Illinois Institute of Technology, Applied Mathematics

in Springer Books from Springer

Date: 2026
ISBN: 978-3-031-92901-4
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Chapters in this book:

Ch Chapter 1 The Rise of Anomalies: Challenging Theory and Practice in Finance

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 2 Anomaly Stock Portfolios

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 3 Prominent Asset Pricing Models and Anomaly Portfolio Returns

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 4 The ZCAPM and Previous Tests of Anomaly Portfolio Returns

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 5 The ZCAPM and Large Online Datasets of Anomaly Portfolio Returns

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 6 Further Tests of Asset Pricing Models and Anomaly Portfolio Returns

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 7 Empirical Tests on the Validity of Asset Pricing Models

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

Ch Chapter 8 Machine Learning in Asset Pricing: The Dominance of the ZCAPM

James W. Kolari, Wei Liu, Jianhua Z. Huang and Huiling Liao

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DOI: 10.1007/978-3-031-92901-4

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