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This book is comprised of articles published in a Special Issue of the Journal of Risk and Financial Management entitled "Frontiers in Asset Pricing" with Guest Editors Professor James W. Kolari and Professor Seppo Pynnonen. The book contains papers in various areas related to asset pricing: (1) models; (2) multifactors; (3) theory; (4) empirical tests; (5) applications; (6) other asset classes; and (7) international tests.

Philosophy --- forecasting --- commodity market --- metals --- term structure --- yield spread --- carry cost rate --- hedge ratio --- conditional hedge ratio --- bias adjustments --- earnings --- announcements --- options --- informed trading --- net buying pressure --- volatility --- direction --- at-the-money --- out-of-the-money --- deep-out-of-the-money --- asset pricing --- S&P 500 index --- survivor stocks --- risk factors --- momentum --- Bitcoin --- cryptocurrencies --- outliers --- GARCH-jump --- time-varying jumps --- zero-beta CAPM --- return dispersion --- expectation-maximization (EM) regression --- latent variable --- free-boundary problem --- pairs trading --- stochastic control --- trading strategies --- transaction costs --- transaction regions --- finance --- economics --- event study --- clustered event days --- cross-sectional correlation --- cumulated ranks --- rank test --- standardized abnormal returns --- market index --- market factor --- multifactors --- efficient portfolios --- efficient market hypothesis --- unit root --- spectral analysis --- abnormal returns --- pricing --- market volume --- portfolio profitability --- Poisson model