Rise of Factor Investing: Asset Prices, Informational Efficiency, and Security Design

2016 ◽  
Author(s):  
Lin William Cong
Keyword(s):  
Asset Prices ◽  
Informational Efficiency ◽  
Security Design ◽  
Factor Investing

scholarly journals Price Clustering After the Introduction of Bitcoin Futures

2020 ◽  
Vol 9 ◽  
pp. 36-42 ◽  
Author(s):  
Ahmed S Baig ◽  
Omair Haroon ◽  
Nasim Sabah
Keyword(s):  
Economic Theory ◽  
Asset Prices ◽  
Futures Contracts ◽  
Informational Efficiency ◽  
Underlying Asset ◽  
Price Clustering ◽  
The Impact

Economic theory suggests that introduction of derivative contracts can improve the informational efficiency of the underlying asset prices (Danthine, 1978). In this study, we examine the impact of the introduction of Bitcoin futures on price clustering in Bitcoin. Our findings suggest that price clustering in Bitcoin meaningfully decreases post the introduction of its futures contracts.

A Behavioral Explanation to Spatial Dependencies in Commercial Real Estate Asset Prices

2019 ◽  
Author(s):  
Parmanand Sinha ◽  
Prashant Das ◽  
Julia Freybote ◽  
Roland Fuess
Keyword(s):  
Real Estate ◽  
Asset Prices ◽  
Commercial Real Estate ◽  
Spatial Dependencies
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